The Split of the S&P 500 Futures Contract: Effects on Liquidity and Market Dynamics

Author: Karagozoglu Ahmet K.   Martell Terrence F.   Wang George H. K.  

Publisher: Springer Publishing Company

ISSN: 0924-865X

Source: Review of Quantitative Finance and Accounting, Vol.21, Iss.4, 2003-12, pp. : 323-348

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Abstract