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• Ian Domowitz

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Article provided by Federal Reserve Bank of Chicago in its journal Proceedings.

Volume (Year): (1990)
Issue (Month): ()
Pages: 227-251
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Handle: RePEc:fip:fedhpr:y:1990:p:227-251

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Related research

Keywords: Stock exchanges ; Futures ; Globex ; Options (Finance) ; Financial markets;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Paula C. Albuquerque, 2003. "The Traditional Brokers: What are their Chances in the Forex?," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 205-220, November. [Downloadable!]
2. Erik Theissen, 2001. "Price Discovery in Floor and Screen Trading Systems," Bonn Econ Discussion Papers bgse35_2001, University of Bonn, Germany. [Downloadable!]
   Other versions:
   • Theissen, Erik, 2002. "Price discovery in floor and screen trading systems," Journal of Empirical Finance, Elsevier, vol. 9(4), pages 455-474, November. [Downloadable!] (restricted)
3. James Nicolaisen & Valentin Petrov & Leigh Tesfatsion, 2000. "Market Power and Efficiency in a Computational Electricity Market with Discriminatory Double-Auction Pricing," Computational Economics 0004005, EconWPA. [Downloadable!]
   Other versions:
   • Nicolaisen, James & Petrov, Valentin & Tesfatsion, Leigh, 2002. "Market Power and Efficiency in a Computational Electricity Market with Discriminatory Double-Auction Pricing," Staff General Research Papers 2050, Iowa State University, Department of Economics. [Downloadable!]
   • Nicolaisen, James & Petrov, Valentin & Tesfatsion, Leigh, 2001. "Market Power and Efficiency in a Computational Electricity Market with Discriminatory Double-Auction Pricing," Staff General Research Papers 1952, Iowa State University, Department of Economics. [Downloadable!]

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This page was last updated on 2009-12-12.