An empirical analysis of volatility, information, and double auction versus Walrasian Auction Pricing in US and Japanese futures markets

Dhillon, P. and Dennis, L. and Watanabe, T. (1995) An empirical analysis of volatility, information, and double auction versus Walrasian Auction Pricing in US and Japanese futures markets. In: Western Finance Association Meetings, June 1995, Jackson Hole, Wyoming, USA.

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Item Type: Conference or Workshop Item (Commonwealth Reporting Category E) (Paper)
Refereed: Yes
Item Status: Live Archive
Faculty / Department / School: Historic - Faculty of Business - Department of Economics and Resource Management
Date Deposited: 07 Mar 2018 05:08
Last Modified: 07 Mar 2018 05:08
Fields of Research : 15 Commerce, Management, Tourism and Services > 1502 Banking, Finance and Investment > 150205 Investment and Risk Management
14 Economics > 1401 Economic Theory > 140104 Microeconomic Theory
14 Economics > 1403 Econometrics > 140305 Time-Series Analysis
Socio-Economic Objective: B Economic Development > 90 Commercial Services and Tourism > 9001 Financial Services > 900102 Investment Services (excl. Superannuation)
URI: http://eprints.usq.edu.au/id/eprint/22425

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