Three Essays on Market Depth in Futures Markets
Liquidity is an important market characteristic for participants in every financial market. One of the three components of liquidity is market depth. Prior literature lacks a comprehensive analysis of depth in U.S. futures markets due to past limitations on the availability of data. However, recent...
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FIU Digital Commons
2013
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| Online Access: | http://digitalcommons.fiu.edu/etd/974 http://digitalcommons.fiu.edu/cgi/viewcontent.cgi?article=2091&context=etd |