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Bid‐ask spreads in financial futures

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  • Paul A. Laux
  • A. J. Senchack Jr.

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  • Paul A. Laux & A. J. Senchack Jr., 1992. "Bid‐ask spreads in financial futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 12(6), pages 621-634, December.
  • Handle: RePEc:wly:jfutmk:v:12:y:1992:i:6:p:621-634
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    Cited by:

    1. Samarth Shah & B. Wade Brorsen, 2013. "Are liquidity costs higher in options markets or in futures markets?," Applied Financial Economics, Taylor & Francis Journals, vol. 23(8), pages 701-708, April.
    2. Minho Kim & Andrew C. Szakmary & Thomas V. Schwarz, 1999. "Trading costs and price discovery across stock index futures and cash markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 19(4), pages 475-498, June.

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