Browsing by Author "Taunson, Jude W."

Browsing by Author "Taunson, Jude W."

Sort by: Order: Results:

  • Taunson, Jude W. (Cranfield University, 2015-11-02)
    This thesis investigates the impact of tick size reduction on spot index liquidity and in turn on the inter-market pricing relationship between spot and futures indices. Three empirical chapters are presented. The first ...