A Microstructure Analysis of the Automated Trading System on the Simex
Publication Type
Conference Proceeding Article
Publication Date
2-1998
Discipline
Finance and Financial Management | Portfolio and Security Analysis
Research Areas
Finance
Publication
Chicago Board of Trade Asia-Pacific Futures Research Symposium, Sydney, Australia, February 1998
First Page
119
Last Page
151
ISSN
0898-011X
City or Country
Chicago, IL
Citation
DING, David K..
A Microstructure Analysis of the Automated Trading System on the Simex. (1998). Chicago Board of Trade Asia-Pacific Futures Research Symposium, Sydney, Australia, February 1998. 119-151.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/755
COinS
Comments
This paper received an award for being one of the best submissions. Proceedings of the ... annual Asia-Pacific Futures Research Symposium in supplement of Review of Futures Markets