The impact of a pro-rata algorithm on liquidity: Evidence from the NYSE LIFFE.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 7, p. 660, doi. 10.1002/fut.20536
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2012 AND VI 32 AND IP 7
Results: 4
1
2
Has the introduction of S&P 500 ETF options LED to improvements in price discovery of SPDRs?
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 7, p. 683, doi. 10.1002/fut.20538
- By:
- Publication type:
- Article
3
Time-varying jump risk premia in stock index futures returns.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 7, p. 639, doi. 10.1002/fut.20540
- By:
- Publication type:
- Article
4
Does model fit matter for hedging? Evidence from FTSE 100 options.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 7, p. 609, doi. 10.1002/fut.20537
- By:
- Publication type:
- Article