John S. Roberts

Community Futures Trading Commission

United States

SCHOLARLY PAPERS

1

DOWNLOADS

82

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

Competitive Quote Flipping and Trade Clusters

Number of pages: 61 Posted: 13 Aug 2020 Last Revised: 29 Oct 2020
Raymond P.H. Fishe and John S. Roberts
University of Richmond - E. Claiborne Robins School of Business and Community Futures Trading Commission
Downloads 58 (604,887)
Citation 1

Abstract:

Loading...

Order Book, Depth, Quote Flippers, Clustering, E-Mini Futures

Competitive Quote Flipping and Trade Clusters

Number of pages: 65 Posted: 04 Jun 2022
Raymond P.H. Fishe and John S. Roberts
University of Richmond - E. Claiborne Robins School of Business and Community Futures Trading Commission
Downloads 24 (840,756)

Abstract:

Loading...

Order book, Depth, Quote flippers, Clustering, E-mini futures