Browse OFOR Working Paper Series by Series/Report "OFOR Working Paper Series, no. 98-01"

  • 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 ...


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