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Trading Protocols and Price Discovery: Implicit Transaction Costs in Indian Single Stock Futures

Number of pages: 23 Posted: 19 Aug 2019 Last Revised: 07 Apr 2020
Edward Curran, Jack Hunt and Vito Mollica
Macquarie University - Faculty of Business and Economics, Independent and Macquarie Graduate School of Management
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Abstract:

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Market wide position limits, minimum contract value, trading protocols, single stock futures