The Impact of a Pro-Rata Algorithm on Liquidity : Evidence from the NYSE Liffe
Year of publication: |
2015
|
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Authors: | Yang, Jin Young |
Other Persons: | Lepone, Andrew (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Geld-Brief-Spanne | Bid-ask spread | Liquidität | Liquidity | Börse | Bourse | Handelsvolumen der Börse | Trading volume |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Futures Markets, Vol. 32, No. 7, 660-682, 2012 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 3, 2011 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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