LIQUIDITY OF FUTURES MARKETS OVER THE LAST QUARTER OF A CENTURY: TECHNOLOGY & MARKET STRUCTURE VERSUS ECONOMIC INFLUENCES
Author(s) -
Luca Galati,
Alex Frino,
Alexander Webb
Publication year - 2022
Publication title -
applied finance letters
Language(s) - English
Resource type - Journals
eISSN - 2253-5802
pISSN - 2253-5799
DOI - 10.24135/afl.v11i1.547
Subject(s) - futures contract , market liquidity , stock market crash , forward market , financial economics , economics , liquidity crisis , market impact , open outcry , liquidity risk , financial crisis , business , algorithmic trading , monetary economics , financial system , stock market , market microstructure , alternative trading system , finance , order (exchange) , macroeconomics , geography , context (archaeology) , archaeology
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom