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A Decentralized Market with Common Values Uncertainty: Non-Steady States
Blouin, Max; Serrano, Roberto - 1998
Persistent link: https://www.econbiz.de/10010420254
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A decentralized market with common values uncertainty : non-steady states
Blouin, Max; Serrano, Roberto - 1998
Persistent link: https://www.econbiz.de/10011504686
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A Baysian Model of Intraday Specialist Pricing.
Madhavan, A.; Smidt, S. - Rodney L. White Center for Financial Research, Wharton … - 1991
Persistent link: https://www.econbiz.de/10005245207
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Are Transactions and Market Orders More Important than Limit Orders in the Quote Updating Process?.
Kaniel, R.; Liu, H. - Rodney L. White Center for Financial Research, Wharton … - 1998
Transactions, market orders and limit orders are three major factors which affect a specialist's information set and … market orders. Furthermore, we find that market orders convey more information than limit orders about the value of the …
Persistent link: https://www.econbiz.de/10005245227
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SELF-GENERATING TRADE AND RATIONAL FADS: THE RESPONSE OF PRICE TO NEW INFORMATION.
DOW, J.; GORTON, G. - Rodney L. White Center for Financial Research, Wharton … - 1989
Persistent link: https://www.econbiz.de/10005245251
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Backwardation in Oil Futures Markets: Theory and Empirical Evidence.
Litzenberger, R.H.; Rabinowitz, N. - Rodney L. White Center for Financial Research, Wharton … - 1993
Persistent link: https://www.econbiz.de/10005245284
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HOW RATIONAL IS THE MARKET? TESTING ALTERNATIVE HYPOTHESES ON FINANCIAL MARKET EQUILIBRIUM.
LANG, L.H.P.; LITZENBERGER, R.H.; MADRIGAL, V. - Rodney L. White Center for Financial Research, Wharton … - 1990
Persistent link: https://www.econbiz.de/10005245290
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Reserve Requirements and the Indicator Properties of Monetary Aggregates.
Siegel, J.J. - Rodney L. White Center for Financial Research, Wharton … - 1992
Persistent link: https://www.econbiz.de/10005245293
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Test of Asset Pricing Models With Changing Expectations.
Ferson, W.E.; Foester, S.R.; Kein, D.B. - Rodney L. White Center for Financial Research, Wharton … - 1991
Persistent link: https://www.econbiz.de/10005245334
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Option Market Microstructure and Stochastic Volatility.
Steigerwald, D.G.; Vagnoni, R.J. - 2001
information-based trade-the markets for a stock and options on that stock-and that ultimately accounts for salient features of …
Persistent link: https://www.econbiz.de/10005245480