مرکز منطقه ای اطلاع رساني علوم و فناوري - Volatility, information, and double versus walrasian auction pricing in US and Japanese futures markets

Title of article :

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

Author/Authors :

Upinder S. Dhillon، نويسنده , , Dennis J. Lasser، نويسنده , , Taiji Watanabe، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1997

Pages :

From page :

1045

To page :

1061

Keywords :

Volatility , Futures , Information , Market micro-structure

Journal title :

Journal of Banking and Finance

Serial Year :

1997

Journal title :

Journal of Banking and Finance

Record number :

192966

Link To Document :