Sample records for ZUWEISUNGEN (allocations)
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Sample records 1 - 10 shown.



9

Auction prices and asset allocations of the electronic equity trading system Xetra

Li, Xihao; Wenzelburger, Jan

This paper formalizes the price and asset allocation mechanism of multi-unit double auctions in Xetra, the electronic equity trading system operated by the German stock exchange. The trading principles are embedded into the classical theory of quantity rationing. The properties of Xetra auctions are...

DRIVER (German)

10

Auction prices and asset allocations of the electronic equity trading system Xetra

Li, Xihao; Wenzelburger, Jan

This paper formalizes the price and asset allocation mechanism of multi-unit double auctions in Xetra, the electronic equity trading system operated by the German stock exchange. The trading principles are embedded into the classical theory of quantity rationing. The properties of Xetra auctions are...

DRIVER (German)