Price Discovery and Liquidity Characteristics for U.S. Electronic Futures and ETF Markets Article

Oztekin, A Senol, Mishra, Suchismita, Jain, Pankaj K et al. (2017). Price Discovery and Liquidity Characteristics for U.S. Electronic Futures and ETF Markets . 12(2), 59-72. 10.3905/jot.2017.12.2.059

cited authors

  • Oztekin, A Senol; Mishra, Suchismita; Jain, Pankaj K; Daigler, Robert T; Strobl, Sascha; Holowczak, Richard D

authors

publication date

  • March 1, 2017

webpage

keywords

  • Business & Economics
  • Business, Finance
  • COSTS
  • CRISIS
  • DYNAMICS
  • EXCHANGE-TRADED FUNDS
  • INDEX MARKETS
  • INFORMATION
  • MODELS
  • Social Sciences

Digital Object Identifier (DOI)

publisher

  • INST INVESTOR INC

start page

  • 59

end page

  • 72

volume

  • 12

issue

  • 2