Linkage Projects - Grant ID: LP0219465

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/API/grants/LP0219465

Funding Status
Closed

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Funded Activity Summary

What Is the Optimal Level of Transparency and Should Off-Market Block Trading exist in Futures Markets? The aims of this project are twofold; to assess (i) what level of transparency is optimal and (ii) whether off-market block trading should be allowed in futures markets. Transparency refers to how much of the trading process is made visible to participants. The issue has been researched only very recently and findings have been limited. Off-market block trading procedures allow large trades to be executed away from the market. This project will undertake the first study of large trades on futures markets and will also compare the impact of large trades on market quality when executed on- and off-market.

Funded Activity Details

Start Date: 09-2003

End Date: 09-2006

Funding Scheme: Linkage Projects

Funding Amount: $157,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Finance | Financial Econometrics | Banking, Finance and Investment

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services |

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