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Empirical Analysis of Limit Order Markets

✍ Scribed by Hollifield, Burton; Miller, Robert A.; Sandås, Patrik


Book ID
108504932
Publisher
John Wiley and Sons
Year
2004
Tongue
English
Weight
372 KB
Volume
71
Category
Article
ISSN
0034-6527

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uch has been written about the use of futures contracts to manage the interest rate 'For theoretical contributions, see Hilliard (1984), Ho andSaunders (1983), Kolb andChiang (1982), and Koppenhaver (1985(a)). On a more practical level, Booth and Koveos (1986) develop a two-stage linear programming