Trading protocols and price discovery: Implicit transaction costs in Indian single stock futures-Reference-Cited by-同舟云学术

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Trading protocols and price discovery: Implicit transaction costs in Indian single stock futures

Published:2020-06-19 Issue:11 Volume:40 Page:1793-1806
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Curran Edward¹²^ORCID,Hunt Jack¹,Mollica Vito¹²

Affiliation:

1. Applied Finance Macquarie University, North Ryde Sydney New South Wales Australia

2. RoZetta Institute Sydney New South Wales Australia

Funder

Australian Government Research Training Program Scholarship

Capital Markets Cooperative Research Centre

Publisher

Wiley

Subject

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

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22123

Reference61 articles.

1. When stock futures dominate price discovery

2. The determinants of trading volume for cross-listed Euribor futures contracts

3. Price discovery and common factor models

4. Are single stock futures used as an alternative during a short-selling ban?

5. Short-term traders and liquidity:

Cited by 4 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. Do loosened trading rules restore the stock index futures price discovery ability in China?;International Review of Economics & Finance;2024-06

2. Market reactions to trade friction between China and the United States: Evidence from the soybean futures market;Journal of Management Science and Engineering;2023-09

3. Single stock futures and their impact on market quality: Be careful what you wish for;Journal of Futures Markets;2021-08-05

4. Single Stock Futures and Their Impact on Market Quality: Be Careful What You Wish For;SSRN Electronic Journal;2020

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