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1 Ergebnisse
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Lower tick sizes and futures pricing efficiency: evidence f..:
Poshakwale, Sunil S
;
Taunson, Jude W
;
Mandal, Anandadeep
.
Poshakwale SS, Taunson JW, Mandal A, Theobald M. (2019) Lower tick sizes and futures pricing efficiency: evidence from the emerging Malaysian market. Review of Quantitative Finance and Accounting, Volume 53, Issue 4, 2019, pp. 1135-1163. , 2020
Link:
https://doi.org/10.1007/s11156-018-0777-7
RT Journal T1 <Title>Lower tick sizes and futures pricing efficiency: evidence from the emerging Malaysian market</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftcranfield:oai:dspace.lib.cranfield.ac.uk:1826_15294&Exemplar=1&LAN=DE A1 Poshakwale, Sunil S A1 Taunson, Jude W A1 Mandal, Anandadeep A1 Theobald, Michael YR 2020 K1 Index futures K1 speed of adjustment K1 mean reversion K1 market microstructure K1 emerging markets JF Poshakwale SS, Taunson JW, Mandal A, Theobald M. (2019) Lower tick sizes and futures pricing efficiency: evidence from the emerging Malaysian market. Review of Quantitative Finance and Accounting, Volume 53, Issue 4, 2019, pp. 1135-1163 LK http://dx.doi.org/https://doi.org/10.1007/s11156-018-0777-7 DO https://doi.org/10.1007/s11156-018-0777-7 SF ELIB - SuUB Bremen
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