@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",
}