Strategic trading in a two-sided foreign exchange auction1
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- Arto Kovanen, 1994. "Foreign Exchange Auctions and Fixing; A Review of Performance," IMF Working Papers 94/119, International Monetary Fund.
- Roberts, Donald John & Postlewaite, Andrew, 1976. "The Incentives for Price-Taking Behavior in Large Exchange Economies," Econometrica, Econometric Society, vol. 44(1), pages 115-127, January.
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- Linda Goldberg & Rafael Tenorio, 1995. "Strategic Trading in a Two-Sided Foreign Exchange Auction," NBER Working Papers 5187, National Bureau of Economic Research, Inc.
- William Vickrey, 1961. "Counterspeculation, Auctions, And Competitive Sealed Tenders," Journal of Finance, American Finance Association, vol. 16(1), pages 8-37, 03.
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"Rational Frenzies and Crashes,"
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University of Chicago Press, vol. 102(1), pages 1-23, February.
- Friedman, Daniel & Ostroy, Joseph, 1995. "Competitivity in Auction Markets: An Experimental and Theoretical Investigation," Economic Journal, Royal Economic Society, vol. 105(428), pages 22-53, January.
- Walker, Donald A, 1972. "Competitive Tatonnement Exchange Markets," Kyklos, Wiley Blackwell, vol. 25(2), pages 345-363.
- Richard K. Lyons, 1993.
"Tests of Microstructural Hypotheses in the Foreign Exchange Market,"
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4471, National Bureau of Economic Research, Inc.
- Lyons, Richard K., 1995. "Tests of microstructural hypotheses in the foreign exchange market," Journal of Financial Economics, Elsevier, vol. 39(2-3), pages 321-351.
- Richard K. Lyons., 1993. "Tests of Microstructural Hypotheses in the Foreign Exchange Market," Research Program in Finance Working Papers RPF-230, University of California at Berkeley.
- Linda S. Goldberg, 1993. "Foreign Exchange Markets in Russia: Understanding the Reforms," IMF Staff Papers, Palgrave Macmillan, vol. 40(4), pages 852-864, December.
- Ananth N. Madhavan, "undated".
"Trading Mechanisms in Securities Markets,"
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16-90, Wharton School Rodney L. White Center for Financial Research.
- Patrick Joyce, 1984. "The Walrasian Tâtonnement Mechanism and Information," RAND Journal of Economics, The RAND Corporation, vol. 15(3), pages 416-425, Autumn.
- Rajnish Mehra & Robert A Feldman, 1993. "Auctions; Theory and Possible Applications to Economies in Transition," IMF Working Papers 93/12, International Monetary Fund.
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