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RePEcTrading, Microstructure & Execution

Chinese Futures Market Evolution

Research shows high-frequency and algorithmic trading in China enhances market liquidity and lowers slippage costs for investors, despite the country's unique market structure.

Featured in No. 69 on 9 Oct 2024 · on release day

Released
9 Oct 2024
First featured
No. 69 · 9 Oct 2024
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
RePEc:bla:ecopol:v:36:y:2024:i:3:p:1416-1449

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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