Non-Institutional Market Making Behavior: The Dalian Futures Exchange
Year of publication: |
2002
|
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Authors: | Jordá, Oscar ; Liu, Holly ; Williams, Jeffrey |
Publisher: |
Davis, CA : University of California, Department of Economics |
Subject: | Rohstoff-Futures | Sojabohne | Anlageverhalten | Volatilität | Gesamtwirtschaftliche Liquidität | China | market making | autoregressive conditional intensity | high-frequency data |
Series: | Working Paper ; 02-4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 349907153 [GVK] hdl:10419/79418 [Handle] RePEc:cda:wpaper:02-4 [RePEc] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies ; C32 - Time-Series Models |
Source: |
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