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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...
Autor principal: | Hersch, Gil |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer Netherlands
2022
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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 |
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