Non-Institutional Market Making Behavior: The Dalian Futures Exchange
Year of publication: |
2003-01-16
|
---|---|
Authors: | Jorda, Oscar ; Liu, Holly ; Williams, Jeffrey |
Institutions: | Economics Department, University of California-Davis |
Subject: | market making | autoregressive conditional intensity | high-frequency data |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 24 3 pages long |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies ; C32 - Time-Series Models |
Source: |
-
Non-Institutional Market Making Behavior: The Dalian Futures Exchange
Jordá, Oscar, (2002)
-
Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability
Bollerslev, Tim, (2011)
-
Bach, Christian, (2011)
- More ...
-
The Announcement Effect: Evidence from Open Market Desk Data
Jorda, Oscar, (2003)
-
The 'Flypaper Effect' is not an anomaly
Roemer, John, (2003)
-
Non-institutional market making behavior : the dalian futures exchange
Jordà, Òscar, (2002)
- More ...