Automated Trading and Microstructure Efficiency on the Simex

Author

David K. DING, Singapore Management UniversityFollow

Publication Type

Journal Article

Publication Date

2000

Discipline

Finance and Financial Management | Portfolio and Security Analysis

Research Areas

Finance

Publication

International Journal of Finance

Volume

12

First Page

1772

Last Page

1794

ISSN

1041-2743

Publisher

Utex Corp

Citation

DING, David K.. Automated Trading and Microstructure Efficiency on the Simex. (2000). International Journal of Finance. 12, 1772-1794.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/1175