scholarly journals Liquidity and the Evolution of Price Discovery on Floor versus Screen-Based Trading Systems: An Analysis of the Foreign Exchange Futures Markets

2005 ◽  
Author(s):  
Aysegul Ates ◽  
George H. K. Wang
Keyword(s):  
Foreign Exchange ◽  
Futures Markets ◽  
Price Discovery ◽  
Trading Systems ◽  
Foreign Exchange Futures

The effectiveness of position limits: Evidence from the foreign exchange futures markets

2013 ◽  
Vol 37 (11) ◽  
pp. 4501-4509 ◽  
Author(s):  
Ya-Kai Chang ◽  
Yu-Lun Chen ◽  
Robin K. Chou ◽  
Yin-Feng Gau
Keyword(s):  
Foreign Exchange ◽  
Futures Markets ◽  
Foreign Exchange Futures

Price discovery in the foreign exchange futures market

2006 ◽  
Vol 26 (11) ◽  
pp. 1131-1143 ◽  
Author(s):  
Yiuman Tse ◽  
Ju Xiang ◽  
Joseph K. W. Fung
Keyword(s):  
Foreign Exchange ◽  
Price Discovery ◽  
Futures Market ◽  
Foreign Exchange Futures
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