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