{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,10,6]],"date-time":"2023-10-06T09:53:40Z","timestamp":1696586020291},"reference-count":57,"publisher":"Informa UK Limited","issue":"7","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["The European Journal of Finance"],"published-print":{"date-parts":[[2010,10]]},"DOI":"10.1080\/13518470903345729","type":"journal-article","created":{"date-parts":[[2009,12,5]],"date-time":"2009-12-05T10:05:01Z","timestamp":1260007501000},"page":"611-640","source":"Crossref","is-referenced-by-count":2,"title":["The informational impact of electronic trading systems on the FTSE 100 stock index and its futures contracts"],"prefix":"10.1080","volume":"16","author":[{"given":"Helder M. C. V.","family":"Sebasti\u00e3o","sequence":"first","affiliation":[]}],"member":"301","published-online":{"date-parts":[[2009,12,4]]},"reference":[{"issue":"4","key":"CIT0001","doi-asserted-by":"crossref","first-page":"457","DOI":"10.1002\/fut.3990150405","volume":"15","author":"Abhyankar A. H.","year":"1995","journal-title":"Journal of Futures Markets"},{"issue":"2","key":"CIT0002","doi-asserted-by":"crossref","first-page":"655","DOI":"10.1093\/rfs\/15.2.655","volume":"15","author":"Ahn D.-H.","year":"2002","journal-title":"Review of Financial Studies"},{"issue":"2","key":"CIT0003","doi-asserted-by":"crossref","first-page":"533","DOI":"10.1111\/j.1540-6261.1987.tb04567.x","volume":"42","author":"Amihud Y.","year":"1987","journal-title":"Journal of Finance"},{"issue":"7","key":"CIT0004","doi-asserted-by":"crossref","first-page":"627","DOI":"10.1002\/fut.10018","volume":"22","author":"Areal N. M.P.C.","year":"2002","journal-title":"Journal of Futures Markets"},{"issue":"7","key":"CIT0005","doi-asserted-by":"crossref","first-page":"679","DOI":"10.1002\/fut.20160","volume":"25","author":"Ates A.","year":"2005","journal-title":"Journal of Futures Markets"},{"issue":"1","key":"CIT0006","doi-asserted-by":"crossref","first-page":"61","DOI":"10.1016\/0304-405X(92)90025-S","volume":"32","author":"Benveniste L. M.","year":"1992","journal-title":"Journal of Financial Economics"},{"issue":"1","key":"CIT0007","doi-asserted-by":"crossref","first-page":"5","DOI":"10.1093\/rfs\/12.1.5","volume":"12","author":"Bloomfield R. J.","year":"1999","journal-title":"Review of Financial Studies"},{"issue":"1","key":"CIT0009","doi-asserted-by":"crossref","first-page":"221","DOI":"10.1111\/j.1540-6261.1997.tb03814.x","volume":"52","author":"Blume M. E.","year":"1997","journal-title":"Journal of Finance"},{"issue":"2","key":"CIT0010","doi-asserted-by":"crossref","first-page":"783","DOI":"10.1111\/j.1540-6261.2005.00746.x","volume":"60","author":"Boehmer E.","year":"2005","journal-title":"Journal of Finance"},{"issue":"6","key":"CIT0011","doi-asserted-by":"crossref","first-page":"619","DOI":"10.1002\/(SICI)1096-9934(199909)19:6<619::AID-FUT1>3.0.CO;2-M","volume":"19","author":"Booth G. G.","year":"1999","journal-title":"Journal of Futures Markets"},{"issue":"3","key":"CIT0012","doi-asserted-by":"crossref","first-page":"539","DOI":"10.1093\/rfs\/7.3.539","volume":"7","author":"Boudoukh J.","year":"1994","journal-title":"Review of Financial Studies"},{"issue":"3","key":"CIT0013","doi-asserted-by":"crossref","first-page":"247","DOI":"10.1016\/S1042-444X(99)00011-0","volume":"9","author":"Brailsford T. J.","year":"1999","journal-title":"Journal of Multinational Financial Management"},{"issue":"4","key":"CIT0014","doi-asserted-by":"crossref","first-page":"527","DOI":"10.1093\/rfs\/2.4.527","volume":"2","author":"Brown D. P.","year":"1990","journal-title":"Review of Financial Studies"},{"key":"CIT0015","doi-asserted-by":"crossref","DOI":"10.1515\/9781400830213","volume-title":"The econometrics of financial markets","author":"Campbell J. Y.","year":"1997"},{"issue":"1","key":"CIT0016","doi-asserted-by":"crossref","first-page":"123","DOI":"10.1093\/rfs\/5.1.123","volume":"5","author":"Chan K.","year":"1992","journal-title":"Review of Financial Studies"},{"issue":"12","key":"CIT0017","doi-asserted-by":"crossref","first-page":"1107","DOI":"10.1002\/fut.20132","volume":"24","author":"Chng M. T.","year":"2004","journal-title":"Journal of Futures Markets"},{"issue":"2","key":"CIT0018","doi-asserted-by":"crossref","first-page":"913","DOI":"10.1111\/0022-1082.00231","volume":"55","author":"Chordia T.","year":"2000","journal-title":"Journal of Finance"},{"issue":"1","key":"CIT0019","doi-asserted-by":"crossref","first-page":"387","DOI":"10.1111\/j.1540-6261.1993.tb04716.x","volume":"48","author":"Damodaran A.","year":"1993","journal-title":"Journal of Finance"},{"issue":"3","key":"CIT0020","doi-asserted-by":"crossref","first-page":"793","DOI":"10.1111\/j.1540-6261.1985.tb05004.x","volume":"40","author":"De Bondt W. F.M.","year":"1985","journal-title":"Journal of Finance"},{"issue":"2","key":"CIT0021","doi-asserted-by":"crossref","first-page":"379","DOI":"10.2307\/2328662","volume":"45","author":"De Long J. B.","year":"1990","journal-title":"Journal of Finance"},{"issue":"2","key":"CIT0022","doi-asserted-by":"crossref","first-page":"185","DOI":"10.2307\/2331367","volume":"27","author":"Easley D.","year":"1992","journal-title":"Journal of Financial and Quantitative Analysis"},{"issue":"4","key":"CIT0023","doi-asserted-by":"crossref","first-page":"1161","DOI":"10.1111\/j.1540-6261.1993.tb04750.x","volume":"48","author":"Ederington L. H.","year":"1993","journal-title":"Journal of Finance"},{"issue":"1","key":"CIT0024","doi-asserted-by":"crossref","first-page":"117","DOI":"10.2307\/2331256","volume":"30","author":"Ederington L. H.","year":"1995","journal-title":"Journal of Financial and Quantitative Analysis"},{"issue":"1","key":"CIT0025","doi-asserted-by":"crossref","first-page":"37","DOI":"10.1093\/rfs\/12.1.37","volume":"12","author":"Flood M. D.","year":"1999","journal-title":"Review of Financial Studies"},{"issue":"5","key":"CIT0026","doi-asserted-by":"crossref","first-page":"455","DOI":"10.1016\/S0927-5398(00)00025-6","volume":"7","author":"Franke G.","year":"2000","journal-title":"Journal of Empirical Finance"},{"key":"CIT0027","author":"Frino A.","year":"2002","journal-title":"EFMA 2002 London Meetings"},{"issue":"5","key":"CIT0028","doi-asserted-by":"crossref","first-page":"467","DOI":"10.1002\/(SICI)1096-9934(200005)20:5<467::AID-FUT4>3.0.CO;2-L","volume":"20","author":"Frino A.","year":"2000","journal-title":"Journal of Futures Markets"},{"issue":"4","key":"CIT0029","doi-asserted-by":"crossref","first-page":"415","DOI":"10.1016\/j.iref.2004.03.004","volume":"14","author":"Fung J. K.W.","year":"2005","journal-title":"International Review of Economics and Finance"},{"issue":"1","key":"CIT0030","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1093\/rfs\/14.1.1","volume":"14","author":"Gervais S.","year":"2001","journal-title":"Review of Financial Studies"},{"issue":"2","key":"CIT0031","doi-asserted-by":"crossref","first-page":"211","DOI":"10.1086\/296460","volume":"62","author":"Glosten L. R.","year":"1989","journal-title":"Journal of Business"},{"issue":"5","key":"CIT0032","doi-asserted-by":"crossref","first-page":"1311","DOI":"10.1016\/j.jbankfin.2004.04.006","volume":"29","author":"Grant J. L.","year":"2005","journal-title":"Journal of Banking & Finance"},{"issue":"2","key":"CIT0033","doi-asserted-by":"crossref","first-page":"166","DOI":"10.1006\/jfin.1994.1002","volume":"3","author":"Gr\u00fcnbichler A.","year":"1994","journal-title":"Journal of Financial Intermediation"},{"issue":"6","key":"CIT0034","doi-asserted-by":"crossref","first-page":"2375","DOI":"10.1046\/j.1540-6261.2003.00609.x","volume":"58","author":"Hasbrouck J.","year":"2003","journal-title":"Journal of Finance"},{"issue":"4","key":"CIT0035","doi-asserted-by":"crossref","first-page":"1035","DOI":"10.1111\/j.1540-6261.1987.tb03926.x","volume":"42","author":"Hasbrouck J.","year":"1987","journal-title":"Journal of Finance"},{"issue":"4","key":"CIT0036","doi-asserted-by":"crossref","first-page":"973","DOI":"10.1093\/rfs\/8.4.973","volume":"8","author":"Jegadeesh N.","year":"1995","journal-title":"Review of Financial Studies"},{"issue":"3","key":"CIT0037","doi-asserted-by":"crossref","first-page":"247","DOI":"10.1111\/j.1475-6803.2008.00239.x","volume":"31","author":"Kurov A.","year":"2008","journal-title":"Journal of Financial Research"},{"issue":"2","key":"CIT0038","doi-asserted-by":"crossref","first-page":"365","DOI":"10.1017\/S0022109000003112","volume":"39","author":"Kurov A.","year":"2004","journal-title":"Journal of Financial and Quantitative Analysis"},{"issue":"1","key":"CIT0039","doi-asserted-by":"crossref","first-page":"1","DOI":"10.2307\/2937816","volume":"105","author":"Lehmann B. N.","year":"1990","journal-title":"Quarterly Journal of Economics"},{"issue":"1","key":"CIT0040","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1002\/1096-9934(200101)21:1<1::AID-FUT1>3.0.CO;2-4","volume":"21","author":"Locke P. R.","year":"2001","journal-title":"Journal of Futures Markets"},{"issue":"2","key":"CIT0041","doi-asserted-by":"crossref","first-page":"137","DOI":"10.1093\/rfs\/1.2.137","volume":"1","author":"MacKinlay A. C.","year":"1988","journal-title":"Review of Financial Studies"},{"issue":"2","key":"CIT0042","doi-asserted-by":"crossref","first-page":"189","DOI":"10.1016\/S0304-405X(98)00008-7","volume":"48","author":"Madhavan A.","year":"1998","journal-title":"Journal of Financial Economics"},{"issue":"3","key":"CIT0043","doi-asserted-by":"crossref","first-page":"243","DOI":"10.1016\/S1042-4431(98)00044-4","volume":"8","author":"Martens M.","year":"1998","journal-title":"Journal of International Financial Markets, Institutions & Money"},{"issue":"1","key":"CIT0044","doi-asserted-by":"crossref","first-page":"39","DOI":"10.2469\/faj.v50.n1.39","volume":"50","author":"Massimb M. N.","year":"1994","journal-title":"Financial Analysts Journal"},{"issue":"2","key":"CIT0045","doi-asserted-by":"crossref","first-page":"479","DOI":"10.1111\/j.1540-6261.1994.tb05149.x","volume":"49","author":"Miller M. H.","year":"1994","journal-title":"Journal of Finance"},{"key":"CIT0046","volume-title":"Institute of Finance & Accounting Working Paper No. 296","author":"Naik N. Y.","year":"1999"},{"issue":"2","key":"CIT0047","doi-asserted-by":"crossref","first-page":"579","DOI":"10.1111\/j.1540-6261.1996.tb02695.x","volume":"51","author":"Pagano M.","year":"1996","journal-title":"Journal of Finance"},{"issue":"5","key":"CIT0048","doi-asserted-by":"crossref","first-page":"519","DOI":"10.1002\/(SICI)1096-9934(199608)16:5<519::AID-FUT2>3.0.CO;2-J","volume":"16","author":"Pirrong C.","year":"1996","journal-title":"Journal of Futures Markets"},{"issue":"3","key":"CIT0049","doi-asserted-by":"crossref","first-page":"297","DOI":"10.1002\/(SICI)1096-9934(199805)18:3<297::AID-FUT4>3.0.CO;2-3","volume":"18","author":"Pizzi M. A.","year":"1998","journal-title":"Journal of Futures Markets"},{"issue":"4","key":"CIT0050","doi-asserted-by":"crossref","first-page":"1127","DOI":"10.1111\/j.1540-6261.1984.tb03897.x","volume":"39","author":"Roll R.","year":"1984","journal-title":"Journal of Finance"},{"issue":"4","key":"CIT0051","doi-asserted-by":"crossref","first-page":"441","DOI":"10.2307\/2331010","volume":"25","author":"Stoll H. R.","year":"1990","journal-title":"Journal of Finance and Quantitative Analysis"},{"issue":"8","key":"CIT0052","doi-asserted-by":"crossref","first-page":"1289","DOI":"10.1016\/S0378-4266(99)00073-4","volume":"24","author":"Taylor N.","year":"2000","journal-title":"Journal of Banking & Finance"},{"issue":"4","key":"CIT0053","doi-asserted-by":"crossref","first-page":"455","DOI":"10.1016\/S0927-5398(02)00005-1","volume":"9","author":"Theissen E.","year":"2002","journal-title":"Journal of Empirical Finance"},{"issue":"2","key":"CIT0054","doi-asserted-by":"crossref","first-page":"221","DOI":"10.1016\/S0378-4266(97)00056-3","volume":"22","author":"Theobald M.","year":"1998","journal-title":"Journal of Banking & Finance"},{"key":"CIT0055","doi-asserted-by":"crossref","first-page":"75","DOI":"10.1016\/S1386-4181(02)00068-X","volume":"7","author":"Theobald M.","year":"2004","journal-title":"Journal of Financial Markets"},{"issue":"5","key":"CIT0056","doi-asserted-by":"crossref","first-page":"407","DOI":"10.1016\/j.intfin.2004.09.002","volume":"15","author":"Theobald M.","year":"2005","journal-title":"Journal of International Financial Markets, Institutions & Money"},{"issue":"8","key":"CIT0057","doi-asserted-by":"crossref","first-page":"713","DOI":"10.1002\/fut.1802","volume":"21","author":"Tse Y. K.","year":"2001","journal-title":"Journal of Futures Markets"},{"issue":"5","key":"CIT0058","doi-asserted-by":"crossref","first-page":"479","DOI":"10.1002\/fut.10117","volume":"24","author":"Tse Y. K.","year":"2004","journal-title":"Journal of Futures Markets"}],"container-title":["The European Journal of Finance"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/www.tandfonline.com\/doi\/pdf\/10.1080\/13518470903345729","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,5,24]],"date-time":"2020-05-24T02:40:03Z","timestamp":1590288003000},"score":1,"resource":{"primary":{"URL":"http:\/\/www.tandfonline.com\/doi\/abs\/10.1080\/13518470903345729"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2009,12,4]]},"references-count":57,"journal-issue":{"issue":"7","published-online":{"date-parts":[[2009,12,4]]},"published-print":{"date-parts":[[2010,10]]}},"alternative-id":["10.1080\/13518470903345729"],"URL":"https:\/\/doi.org\/10.1080\/13518470903345729","relation":{},"ISSN":["1351-847X","1466-4364"],"issn-type":[{"value":"1351-847X","type":"print"},{"value":"1466-4364","type":"electronic"}],"subject":[],"published":{"date-parts":[[2009,12,4]]}}}