An Empirical Analysis of Price and Time Priority and Pro...

The Journal of Derivatives 2000 / 01 Vol. 7; Iss. 4

An Empirical Analysis of Price and Time Priority and Pro Rata Trade Execution Algorithms in Screen-Traded Markets

Frino, Alex, Hill, Amelia, Jarnecic, Elvis
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Volume:
7
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2000.319139
Date:
January, 2000
File:
PDF, 95 KB
english, 2000
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