Park, Hun Y.; Sarkar, Asani; Wu, Lifan(Office for Futures and Options Research, Department of Agricultural Economics, College of Agricultural, Consumer, and Environmental Sciences at the University of Illinois at Urbana-Champaign, 1998-01)
In the context of futures markets, we study whether brokers allocate more favorable trades
to their own accounts, and less favorable trades to their customers. We find that, within a thirty
minute trading bracket, brokers ...