Salvati, 2006 - Google Patents
An analysis of market microstructure: Electronic trading versus open outcry trading in the United States Treasury 10-year interest rate futures marketSalvati, 2006
- Document ID
- 10518258203507816446
- Author
- Salvati G
- Publication year
External Links
Snippet
This research examines the difference between two distinct trading methods, electronic trading and open outcry or pit trading in US Treasury 10-year note interest rate futures. A detailed examination is employed to measure the affect of independent variables on market …
- 238000004458 analytical method 0 title description 28
Classifications
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