HOMEWORK > Homework 1 Fin4560 (Market Microstructure and Algorithmic Trading) Term 2017-2018
CUHK FIN 4560 This homework is due in class on Wednesday, Feb 7, 2018. Q1, Call auction. Suppose there is a call auction market where the following orders are submitted to a central auctioneer: -- Limit orders to buy: 100 shares at $3.00, 200 shares at $4.00, 200 shares at $3.50, and 500 shares at $2.50. --Limit orders to sell: 500 shares at $5.00, 600 shares at $3.00, and 500 sha ...[Show More]
Preview 1 out of 2 pages
Reviews( 0 )
| Category: | |
| Number of pages: | 2 |
| Language: | English |
| Last updated: | 4 weeks ago |
| Downloads: | 0 |
| Views: | 2 |
-preview.jpeg)
-preview.jpeg)
-preview.jpeg)
-preview.jpeg)
-preview.jpeg)
