An Empirical Analysis of Price and Time Priority and Pro Rata Trade Execution Algorithms in Screen-Traded Markets
| 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 : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 7.2000, 4, p. 41-48
|