An empirical analysis of price and time priority and pro rata trade execution algorithms in screen-traded markets
Alex Frino, Amelia Hill, and Elvis Jarnecic
| Year of publication: |
2000
|
|---|---|
| Authors: | Frino, Alex ; Hill, Amelia ; Jarnecic, Elvis |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 7.2000, 4, p. 41-48
|
| Subject: | Wertpapierhandel | Securities trading | Euromarkt | Euromarkets | Derivat | Derivative | Schätzung | Estimation | USA | United States | 1998 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of derivatives |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001500038