Volatility, information, and double versus walrasian...

Volatility, information, and double versus walrasian auction pricing in US and Japanese futures markets

Upinder S. Dhillon, Dennis J. Lasser, Taiji Watanabe
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Volume:
21
Year:
1997
Language:
english
DOI:
10.1016/s0378-4266(97)00012-5
File:
PDF, 924 KB
english, 1997
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