A Bayesian analysis of dual trader informativeness in futures markets
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Maksym, Obrizan, 2010. "A Bayesian Model of Sample Selection with a Discrete Outcome Variable," MPRA Paper 28577, University Library of Munich, Germany.
- Chakravarty, Sugato & Li, Kai, 2003.
"An examination of own account trading by dual traders in futures markets,"
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- Sugato Chakravarty, 2002. "An examination of own account trading by dual traders in futures markets," Economics Bulletin, AccessEcon, vol. 28(5), pages 1.
- Chakravarty, Sugato & Li, Kai, 2001. "An Examination of Own Account Trading by Dual Traders in Futures Markets," Purdue University Economics Working Papers 1151, Purdue University, Department of Economics.
- Chakravarity, Sugato & Li, Kai, 2002. "An Examination of Own Account Trading by Dual Traders in Future Markets," Purdue University Economics Working Papers 1156, Purdue University, Department of Economics.
- Jan Hanousek & František Kopøiva, 2011. "Detecting Information-Driven Trading in a Dealers Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(3), pages 204-229, July.
- Raphaële Préget, 2011. "What is the cost of low participation in French Timber auctions?," Post-Print hal-00670762, HAL.
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