Multi-market Trading in the Eurodollar Futures Markets

Yiuman Tse, Paramita Bandyopadhyay

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Review of Quantitative Finance and Accounting
Volume	26
DOIs	https://doi.org/10.1007/S11156-006-7436-0
State	Published - 2006

Keywords

@article{dd29adb524bd434da6401319c5b67419,

title = "Multi-market Trading in the Eurodollar Futures Markets",

keywords = "Eurodollar futures, Trading volume, Price discovery, Bid/ask spread",

author = "Yiuman Tse and Paramita Bandyopadhyay",

year = "2006",

doi = "10.1007/S11156-006-7436-0",

language = "American English",

volume = "26",

journal = "Review of Quantitative Finance and Accounting",

}

TY - JOUR

T1 - Multi-market Trading in the Eurodollar Futures Markets

AU - Tse, Yiuman

AU - Bandyopadhyay, Paramita

PY - 2006

Y1 - 2006

KW - Eurodollar futures

KW - Trading volume

KW - Price discovery

KW - Bid/ask spread

U2 - 10.1007/S11156-006-7436-0

DO - 10.1007/S11156-006-7436-0

M3 - Article

VL - 26

JO - Review of Quantitative Finance and Accounting

JF - Review of Quantitative Finance and Accounting

ER -