The impact of a pro-rata algorithm on liquidity : evidence from the NYSE LIFFE
Andrew Lepone; Jin Young Yang
| Year of publication: |
2012
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|---|---|
| Authors: | Lepone, Andrew ; Yang, Jin Young |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 7, p. 660-682
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| Subject: | Liquidität | Liquidity | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Geld-Brief-Spanne | Bid-ask spread | Algorithmus | Algorithm | Börsenhandel | Stock exchange trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010218792