Time pro-rata matching: Evidence of a change in LIFFE STIR futures

Angelo Aspris*, Sean Foley, Drew Harris, Peter O'Neill

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

8 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Time pro-rata matching: Evidence of a change in LIFFE STIR futures'. Together they form a unique fingerprint.

Business & Economics