SSRNTrading, Microstructure & Execution
Tick Size, Market Quality, and Cross-Asset Arbitrage in the Commodity Futures Market
The Dalian Commodity Exchange improved market quality by reducing the tick size for two commodity futures contracts, encouraging quote competition and cross-asset arbitrage activities.
Featured in No. 50 on 22 May 2024 · 2 days after release · 0 citations today
- Released
- 20 May 2024
- First featured
- No. 50 · 22 May 2024
- Citations (Semantic Scholar)
- 0
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- 0
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- 2
- Identifier
- SSRN 4834010
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