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Dataset for The impact of high speed quoting on execution risk dynamics: Evidence from interest derivatives markets

Harvard Dataverse (Africa Rice Center, Bioversity International, CCAFS, CIAT, IFPRI, IRRI and WorldFish)

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Title Dataset for The impact of high speed quoting on execution risk dynamics: Evidence from interest derivatives markets
 
Identifier https://doi.org/10.7910/DVN/SSZMGV
 
Creator Nie, Jing
Malagon, Juliana
Williams, Julian
 
Publisher Harvard Dataverse
 
Description This dataset includes the Eurodollar futures quoting and trading data from 2008 to 2014.
 
Subject Business and Management
 
Contributor Nie, Jing