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Research Dispatch, NovemberGaming in futures market suggests model could be improved? Evidence from UK interest rate futures market reveals that traders have been
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Document Date: 2015-01-13 19:55:27


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Company

LIFFE / /

Country

United Kingdom / /

Currency

GBP / /

Facility

University of New South Wales / University of Sydney / /

IndustryTerm

pure pro-rata matching algorithm / insurance markets / break-through technology solutions / time pro-rata algorithm / /

Organization

University of New South Wales / Capital Markets Cooperative Research Centre / University of Sydney / /

Person

Neill Harris / Sean Foley / Angelo Aspris / U. Sydney Produced / Drew Harris / /

Position

Lecturer / /

ProvinceOrState

New South Wales / /

Region

South Wales / /

Technology

time pro-rata algorithm / pure pro-rata matching algorithm / /

URL

www.cmcrc.com / /

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