Price Formation and Asset Allocations of the Electronic Trading System Xetra
Year of publication: |
2004-08-11
|
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Authors: | Wenzelburger, Jan ; Li, Xihao |
Institutions: | Society for Computational Economics - SCE |
Subject: | Capital asset pricing | financial markets | multi-unit double auctions |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Computing in Economics and Finance 2004 Number 198 |
Classification: | G12 - Asset Pricing ; G10 - General Financial Markets. General ; D44 - Auctions ; D80 - Information and Uncertainty. General |
Source: |
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Auction prices and asset allocations of the electronic equity trading system Xetra
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