Open outcry versus electronic trading: Tests of market efficiency on crude palm oil futures-Reference-Cited by-同舟云学术

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Open outcry versus electronic trading: Tests of market efficiency on crude palm oil futures

Published:2018-02-22 Issue:6 Volume:38 Page:673-695
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Snaith Stuart¹^ORCID,Kellard Neil M.²^ORCID,Ahmad Norzalina³

Affiliation:

1. Peter B. Gustavson School of Business; University of Victoria; Victoria British Columbia Canada

2. Essex Business School, University of Essex; Wivenhoe Park; Colchester Essex United Kingdom

3. College of Business; Universiti Utara; Sintok Malaysia

Funder

Economic and Social Research Council

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/fut.21899/fullpdf

Reference30 articles.

1. The impact of electronic trading on bid-ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney;Aitken;Journal of Futures Markets,2004

2. Information transmission in electronic versus open-outcry trading systems: An analysis of us equity index futures markets;Ates;Journal of Futures Markets,2005

3. Cointegration and market efficiency in commodities futures markets;Beck;Applied Economics,1994

4. Trader survival: Evidence from the energy futures markets;Boyd;Journal of Futures Markets,2012

5. Computerization of the equity, foreign exchange, derivatives, and fixed-income markets;Cardella;Financial Review,2014

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Market efficiency and information flow between the crude palm oil and crude oil futures markets;Energy Strategy Reviews;2023-01

2. Information Flow Between Crude Palm Oil and Crude Oil Futures;Journal of Physics: Conference Series;2022-06-01

3. Stationarity in the Prices of Energy Commodities. A Nonparametric Approach;Energies;2021-06-05

4. Night trading and market quality: Evidence from Chinese and US precious metal futures markets;Journal of Futures Markets;2020-07-03

5. Market efficiency of the crude palm oil: Evidence from quantum harmonic oscillator;Journal of Physics: Conference Series;2020-07-01

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