THE DEGREE OF PRICE RESOLUTION - THE CASE OF THE GOLD MARKET

被引:127
作者
BALL, CA
TOROUS, WN
TSCHOEGL, AE
机构
关键词
D O I
10.1002/fut.3990050105
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:29 / 43
页数:15
相关论文
共 27 条
[1]   THE EMERGENCE OF COOPERATION AMONG EGOISTS [J].
AXELROD, R .
AMERICAN POLITICAL SCIENCE REVIEW, 1981, 75 (02) :306-318
[2]  
BALL CA, 1982, UNPUB SECURITY VOLAT
[3]   FUTURES TRADING AND MARKET INFORMATION [J].
COX, CC .
JOURNAL OF POLITICAL ECONOMY, 1976, 84 (06) :1215-1237
[4]  
DALE C, 1981, BUSINESS EC, V16, P47
[5]   THE ATTRACTION OF ROUND NUMBERS AND ITS ECONOMIC CONSEQUENCES [J].
DURAND, J .
REVUE FRANCAISE DE SOCIOLOGIE, 1961, 2 (03) :131-151
[6]  
GARBADE KD, 1981, J BANK FINANC, P345
[7]   ESTIMATION OF SECURITY PRICE VOLATILITIES FROM HISTORICAL DATA [J].
GARMAN, MB ;
KLASS, MJ .
JOURNAL OF BUSINESS, 1980, 53 (01) :67-78
[8]   MARKET PRICES VS EQUILIBRIUM PRICES - RETURNS VARIANCE, SERIAL-CORRELATION, AND THE ROLE OF THE SPECIALIST [J].
GOLDMAN, MB ;
BEJA, A .
JOURNAL OF FINANCE, 1979, 34 (03) :595-607
[9]  
GOTTLIEB G, 1984, UNPUB J FINANCE
[10]  
GROSSMAN SJ, 1980, AM ECON REV, V70, P393