Market liquidity and trader welfare in multiple dealer markets: evidence from dual trading restrictions
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- Chakravarty, Sugato & Li, Kai, 2003. "A Bayesian analysis of dual trader informativeness in futures markets," Journal of Empirical Finance, Elsevier, vol. 10(3), pages 355-371, May.
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KeywordsFutures ; Hedging (Finance) ; Liquidity (Economics);
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