Order Imbalance in the FTSE Index Futures Market: Electronic versus Open Outcry Trading

Zi Ning; Yiuman Tse

doi:10.1111/J.1468-5957.2008.02116.X

Order Imbalance in the FTSE Index Futures Market: Electronic versus Open Outcry Trading

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

Original language	American English
Journal	Journal of Business Finance & Accounting
Volume	36
DOIs	https://doi.org/10.1111/J.1468-5957.2008.02116.X
State	Published - 2009
Externally published	Yes

Keywords

order imbalance
index futures
open outcry
electronic market

Disciplines

Economics
Finance

Access to Document

10.1111/J.1468-5957.2008.02116.XLicense: Unspecified

Cite this

@article{bcb6d1cd61b446e0bf5fef99be07dcd7,

title = "Order Imbalance in the FTSE Index Futures Market: Electronic versus Open Outcry Trading",

keywords = "order imbalance, index futures, open outcry, electronic market",

author = "Zi Ning and Yiuman Tse",

note = "Zi Ning The authors are from The University of Texas at San Antonio, USA. They thank the editor Andrew Stark, an anonymous referee, Jim Hackard, John Wald, and participants at the 2008 Midwest Financial Association Meeting in San Antonio for their valuable comments and suggestions.",

year = "2009",

doi = "10.1111/J.1468-5957.2008.02116.X",

language = "American English",

volume = "36",

journal = "Journal of Business Finance \& Accounting",

}

TY - JOUR

T1 - Order Imbalance in the FTSE Index Futures Market: Electronic versus Open Outcry Trading

AU - Ning, Zi

AU - Tse, Yiuman

N1 - Zi Ning The authors are from The University of Texas at San Antonio, USA. They thank the editor Andrew Stark, an anonymous referee, Jim Hackard, John Wald, and participants at the 2008 Midwest Financial Association Meeting in San Antonio for their valuable comments and suggestions.

PY - 2009

Y1 - 2009

KW - order imbalance

KW - index futures

KW - open outcry

KW - electronic market

UR - https://doi.org/10.1111/j.1468-5957.2008.02116.x

U2 - 10.1111/J.1468-5957.2008.02116.X

DO - 10.1111/J.1468-5957.2008.02116.X

M3 - Article

VL - 36

JO - Journal of Business Finance & Accounting

JF - Journal of Business Finance & Accounting

ER -

Order Imbalance in the FTSE Index Futures Market: Electronic versus Open Outcry Trading

Keywords

Disciplines

Access to Document

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