Detail Futures Trading in Less "Noisy" Markets   Oleh:  Webb, Robert I. Jenis: Article from Bulletin/Magazine Dalam koleksi: JAPAN AND THE WORLD ECONOMY vol. 7 no. 2 (1995), page 155-174. Topik: trading; future trading; noisy markets Ketersediaan Perpustakaan Pusat (Semanggi) Nomor Panggil: JJ47.5 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada     Lihat Detail Induk Isi artikel The Itayose - hoh auction system used on many Japanese commodity futures markets produces futures prices which are less 'noisy’ than those generated on the open outcry auction system used on most U. S. futures markets. This affords a test of some propositions Black (1986) advances concerning the influence of 'noise’ on the behavior of speculative prices. Data on Tokyo Grain Exchange azuki or red bean futures prices are used to examine Black's hypotheses. Opini Anda Klik untuk menuliskan opini Anda tentang koleksi ini! Kembali

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