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Showing 1 to 2 of 2 for “"trading characteristics"”.
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Two Essays on Oil Futures Markets
… study also empirically analyzes the effects of trading characteristics on the information share of these two markets. Trading characteristics examined in the study include trading volume, trade size, and trading costs. On average, CME is characterized by greater volume and trade size but also …
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Analyzing Earnings Management for Cross-listed Firms and Interaction between Two Futures Exchanges
… This study also examines the effect of trading characteristics, including volume, quoted bid-ask spread, and price volatility, on information share. CME’s price discovery leadership is attributed to its high trading activity, low transaction costs, and lower volatility. The results …