英为财情,全球第四大财经网站Investing.com的中文品牌。提供全球股票,外汇,期货,债券,基金和数字货币等数十万种金融投资产品的实时行情和新闻资讯,以及多种投资工具。
LiquidityOrder BookResilienceWe analyse liquidity dynamics in the UK long gilt futures market. We use a novel order book dataset to assess liquidity resilience to sources of pressure such as policy operations or episodes of financial distress. Our results provide evidence in favour of resilience. We...
E.H. (2002), “Nonlinear Dynamics in the High-Frequency Intraday Financial Data: Evidence for the UK Long Gilt Futures Market,” Journal of Futures Market, 22, pp.1037-1056. :David G. McMillan, Alan E. H Speight, " Nonlinear dynamics in high frequency intraday financial data: Evidence ...
ap Gwilym O, McManus I, Thomas S (2005) Fractional versus decimal pricing: evidence from the UK Long Gilt futures market. J Futures Mark 25:419-442ap Gwilym, O., I. McManus, and S. Thomas, 2005, Fractional versus decimal pricing: Evidence from the UK Long Gilt futures market, Journal...