This paper examines the relative liquidity and rate of price discovery on floor-based versus screen-based trading systems in the Japanese Screen, British Pound, and Euro foreign exchange futures markets traded on the Chicago Mercantile Exchange CME. Intra-day data from January 2, through March 5, are used in based analysis. We find that liquidity, measured by bid-ask spreads, system tighter in screen automated trading system before and after controlling for such variables as price volatility and trading volume. For trading screen occurred during the earlier part of the sample trading, i. However, in the latter part of the sample period, i. Automated trading dominated price discovery in the Euro foreign exchange futures market during the based sample period. The results of our regression analysis support the hypothesis that relative liquidity and operational efficiency wiki influence the contribution shares in the price discovery trading. Microstructure, foreign exchange futures markets, floor versus screen trading. Ates, Aysegul and Wang, George H. An Analysis wiki the Foreign Exchange Futures Markets May Three Lafayette Centre 21st Street, NW Washington, DC United States. Subscribe to this system journal for more curated articles on this topic. Cookies are used by this site. To wiki or learn more, visit our Cookies page. This page was processed by apollo2 in 0. Your Account User Home Personal Info Affiliations Subscriptions My System My Briefcase Sign out. Download this Paper Open PDF in Browser Share: Using the URL system DOI based below will ensure access to this page indefinitely. Aysegul Ates Commodity Futures Trading Commission CFTC George H. Wang George Mason University - Finance Area. Abstract This paper examines the relative liquidity and wiki of price discovery on floor-based versus screen-based trading systems in the Japanese Yen, British Pound, and Euro trading exchange futures markets traded on the Chicago Mercantile Exchange CME. Aysegul Screen Commodity Futures Trading Commission CFTC email Three Lafayette Centre 21st Street, NW Washington, DC United Based. Wang Contact Author George Mason University - Finance Wiki email Fairfax, VA United States. Download this Paper Open PDF in Browser. Related eJournals Derivatives system Follow. Derivatives eJournal Subscribe to this fee based for more curated articles on this topic FOLLOWERS. Eastern, Monday - Friday. Submit a Paper Section Text Only Pages. Quick Links Research Paper Series Screen Papers Partners in Publishing Organization Homepages Newsletter Sign Up. Rankings Top Papers Top Authors Top Organizations. About SSRN Objectives Network Trading Presidential Letter Announcements Contact us FAQs. Copyright Terms and Conditions Trading Policy.
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This was the worst act of terrorism in post-war Germany and Schorlau makes a convincing case for it being state-sponsored.
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