Price discovery in floor and screen trading systems

Author:

Theissen Erik

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference29 articles.

1. Breedon, F., Holland, A., 1998. Electronic versus Open Outcry Markets: The Case of the Bund Futures Contract, Working Paper No. 76, Bank of England, January.

2. Parkett und Computer im Preisfindungsprozeβ;Bühler;Zeitschrift für Bankrecht und Bankwirtschaft,1995

3. An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore;Ding;Journal of Multinational Financial Management,1999

4. Automating the continuous double auction in practice: automated trade execution systems in financial markets;Domowitz,1993

5. Automation, trading costs, and the structure of the trading services industry;Domowitz;Brookings–Wharton Papers on Financial Services,1999

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