Volatility, information, and double auction versus Walrasian Auction Pricing in US and Japanese futures markets

Paper

Dhillion, U., Lasser, D. and Watanabe, T.. 1995. "Volatility, information, and double auction versus Walrasian Auction Pricing in US and Japanese futures markets." Financial Management Association Meetings (1995). Chicago, United States Oct 1995
Paper/Presentation Title

Volatility, information, and double auction versus Walrasian Auction Pricing in US and Japanese futures markets

Presentation TypePaper
AuthorsDhillion, U. (Author), Lasser, D. (Author) and Watanabe, T. (Author)
Year1995
Conference/EventFinancial Management Association Meetings (1995)
Event Details
Financial Management Association Meetings (1995)
Event Date
Oct 1995
Event Location
Chicago, United States
ANZSRC Field of Research 2020350208. Investment and risk management
350203. Financial econometrics
380304. Microeconomic theory
380107. Financial economics
Byline AffiliationsBinghampton University, United States
Faculty of Business
Institution of OriginUniversity of Southern Queensland
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