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

Paper

Dhillon, U. S., Lasser, D. J. and Watanabe, T.. 1995. "An empirical analysis of volatility, information, and double auction versus Walrasian Auction Pricing in US and Japanese futures markets." Western Finance Association Meetings (1995). Jackson Hole, United States Jun 1995
Paper/Presentation Title

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

Presentation TypePaper
AuthorsDhillon, U. S. (Author), Lasser, D. J. (Author) and Watanabe, T. (Author)
Year1995
Conference/EventWestern Finance Association Meetings (1995)
Event Details
Western Finance Association Meetings (1995)
Event Date
Jun 1995
Event Location
Jackson Hole, United States
ANZSRC Field of Research 2020350208. Investment and risk management
380304. Microeconomic theory
380205. Time-series analysis
Byline AffiliationsBinghampton University, United States
Faculty of Business
Institution of OriginUniversity of Southern Queensland
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