The feasibility of an index-contingent trading mechanism

Management Science

Volumn 43, Issue 1, 1997, Pages 112-121

  Wohl, Avi ^a  

^a BAR ILAN UNIVERSITY   (Israel)

Author keywords

Call Trading; Limit Orders; Market Microstructure; Security Indexes; Stock Exchanges; Trading Systems

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; ECONOMICS; FINANCIAL DATA PROCESSING;

CALL TRADING; COMPUTERIZED AUCTION SYSTEM; INDEX CONTINGENT TRADING SYSTEM; LIMIT ORDERS; MARKET MICROSTRUCTURE; SECURITY INDEXES; STOCK EXCHANGES; TRADING SYSTEMS;

MARKETING;

EID: 0030817809     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.43.1.112     Document Type: Article

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