The impact of a pro‐rata algorithm on liquidity: Evidence from the NYSE LIFFE
| Year of publication: |
2012
|
|---|---|
| Authors: | Lepone, Andrew ; Yang, Jin Young |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 32.2012, 7, p. 660-682
|
| Publisher: |
John Wiley & Sons, Ltd. |