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Journal of Multinational Financial Management
Volumn 9, Issue 3-4, 1999, Pages 373-385
Life in the pits: Competitive market making and inventory control-further Australian evidence
Author keywords

Execution skill; Inventory management; Microstructure; Sydney futures exchange
Indexed keywords

EID: 0033228142     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s1042-444x(99)00013-4     Document Type: Article
Times cited : (3)
References (8)
  • 1
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    • (1993) J. Finan. , vol.48 , pp. 157-185
    • Biais, B.1
  • 2
    • 84925135657 scopus 로고
    • The dynamics of dealer markets under competition
    • Ho, T.S.Y., Stoll, H.R., 1983. The dynamics of dealer markets under competition. J. Finan. 38, 1053-1074.
    • (1983) J. Finan. , vol.38 , pp. 1053-1074
    • Ho, T.S.Y.1    Stoll, H.R.2
  • 3
    • 84978556188 scopus 로고
    • Scalper behaviour in futures markets: An empirical examination
    • Kuserk, G.J, Locke, P.R., 1993. Scalper behaviour in futures markets: An empirical examination. J. Futures Markets 13, 409-431.
    • (1993) J. Futures Markets , vol.13 , pp. 409-431
    • Kuserk, G.J.1    Locke, P.R.2
  • 4
    • 0030495918 scopus 로고    scopus 로고
    • Life in the pits: Competitive market making and inventory control
    • Manaster, S., Mann, S.C., 1996. Life in the pits: Competitive market making and inventory control. Rev. Finan. Stud. 9, 953-975.
    • (1996) Rev. Finan. Stud. , vol.9 , pp. 953-975
    • Manaster, S.1    Mann, S.C.2
  • 5
    • 0000706085 scopus 로고
    • A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
    • Newey, W., West, K., 1987. A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica 55, 703-708.
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.1    West, K.2
  • 6
    • 27644580196 scopus 로고
    • Trends and random walks in macroeconomic time series
    • Perron, P., 1988. Trends and random walks in macroeconomic time series. J. Econ. Dynam. Control 12, 297-332.
    • (1988) J. Econ. Dynam. Control , vol.12 , pp. 297-332
    • Perron, P.1
  • 7
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    • Dealer inventory behaviour: An empirical investigation of NASDAQ/NMS stocks
    • Stoll, H.R., 1976. Dealer inventory behaviour: An empirical investigation of NASDAQ/NMS stocks. J. Finan. Quantitat. Anal. 11, 359-380.
    • (1976) J. Finan. Quantitat. Anal. , vol.11 , pp. 359-380
    • Stoll, H.R.1
  • 8
    • 0000095552 scopus 로고
    • A heteroscedasticity consistent convariance matrix estimator and a direct test of heteroscedasticity
    • White, H., 1980. A heteroscedasticity consistent convariance matrix estimator and a direct test of heteroscedasticity. Econometrica 48, 817-838.
    • (1980) Econometrica , vol.48 , pp. 817-838
    • White, H.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.