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Increasing returns to liquidity in futures markets

Goss, Barry A and Avsar, S. Gulay (1997) Increasing returns to liquidity in futures markets. Technical Report. Victoria University of Technology. Department of Computer and Mathematical Sciences, Footscray, Vic.

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Item Type: Monograph (Technical Report)
Uncontrolled Keywords: ask-bid spread, liquidity, Sydney Futures Exchange, risk management
Subjects: FOR Classification > 1403 Econometrics
Faculty/School/Research Centre/Department > School of Engineering and Science
Depositing User: VUIR
Date Deposited: 11 Dec 2014 04:37
Last Modified: 16 Dec 2014 03:51
DOI: 82 ECON 6
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