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Procedural Fairness in Exchange Matching Systems

The move from open outcry to electronic trading added another responsibility to futures exchanges—that of matching orders between buyers and sellers. Matching systems can affect the level and speed of price discovery, the distribution of revenue, as well as the level of price efficiency of a given m...

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Detalles Bibliográficos
Autor principal: Hersch, Gil
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Netherlands 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9803255/
https://www.ncbi.nlm.nih.gov/pubmed/36619850
http://dx.doi.org/10.1007/s10551-022-05315-7