Time Pro‐rata Matching: Evidence of a Change in LIFFE STIR Futures
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Cited by:
- Vasilios Mavroudis, 2019. "Market Manipulation as a Security Problem," Papers 1903.12458, arXiv.org.
- Haynes, Richard & Onur, Esen, 2020. "Precedence rules in matching algorithms," Journal of Commodity Markets, Elsevier, vol. 19(C).
- Gil Hersch, 2023. "Procedural Fairness in Exchange Matching Systems," Journal of Business Ethics, Springer, vol. 188(2), pages 367-377, November.
- Foley, Sean & Krekel, William & Mollica, Vito & Svec, Jiri, 2023. "Not so fast: Identifying and remediating slow and imprecise cryptocurrency exchange data," Finance Research Letters, Elsevier, vol. 51(C).
- Khairul Zharif Zaharudin & Martin R. Young & Wei‐Huei Hsu, 2022. "High‐frequency trading: Definition, implications, and controversies," Journal of Economic Surveys, Wiley Blackwell, vol. 36(1), pages 75-107, February.
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