Time Pro‐rata Matching: Evidence of a Change in LIFFE STIR Futures

Publisher: John Wiley & Sons Inc

E-ISSN: 1096-9934|35|6|522-541

ISSN: 0270-7314

Source: THE JOURNAL OF FUTURES MARKETS, Vol.35, Iss.6, 2015-06, pp. : 522-541

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Abstract