Title

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

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

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