Market Liquidity and Depth on Floor-Traded and E-Mini Index Futures: An Analysis of the S&P 500 and Nasdaq 100
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Article InfoVolume 4 2007, Issue #4
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Investment Management and Financial Innovations
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Issue #4
- Market Liquidity and Depth on Floor-Traded and E-Mini Index Futures: An Analysis of the S&P 500 and Nasdaq 100