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Structural changes, bid-ask spread composition and tick size in inter-bank futures trading.

McGroarty, F. and Ap Gwilym, O. and Thomas, S. (2011) Structural changes, bid-ask spread composition and tick size in inter-bank futures trading. European Journal of Finance, 17 ((4)). pp. 285-306. DOI: 10.1080/1351847X.2010.481465

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Item Type: Article
Subjects: Research Publications
Departments: College of Business, Law, Education and Social Sciences > Bangor Business School
Date Deposited: 09 Dec 2014 17:05
Last Modified: 23 Sep 2015 03:22
ISSN: 1351-847X
URI: http://e.bangor.ac.uk/id/eprint/1996
Identification Number: DOI: 10.1080/1351847X.2010.481465
Publisher: Unknown
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