Price discovery in the pits: The role of market makers on the CBOT and the Sydney futures exchange

Journal of Futures Markets

Volumn 24, Issue 8, 2004, Pages 785-804

  Frino, Alex ^a   Harris, Frederick H DeB ^b   McInish, Thomas H ^c   Tomas III, Michael J ^d  

^a UNIVERSITY OF SYDNEY   (Australia)

^b WAKE FOREST UNIVERSITY   (United States)

^c UNIVERSITY OF MEMPHIS   (United States)

^d UNIVERSITY OF VERMONT   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 3042852256     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.20105     Document Type: Article

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