Further characterization of basic trades
โ Scribed by G.B. Khosrovshahi; N.M. Singhi
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 224 KB
- Volume
- 58
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
โฆ Synopsis
In this paper some further characterization of basic (v, k, t) trades (null t-designs) is presented. This includes the necessary and sufficient conditions for a given set of k-subsets to be a subset of a basic (v, k, t) trade.
๐ SIMILAR VOLUMES
## Abstract This study examines the adjustment process in the interest rate futures market following large block trades, by analyzing changes in the levels of quoted prices, bidโask spreads, and trading activity. Most of the adjustment in prices and spreads is complete within 12 quote revisions (ap
## Abstract We reโexamine the performance of Commodity Trading Advisors (CTAs) over the January 1995 to October 2008 period. We compare abnormal performance based on a number of alternative existing models, as well as a categoryโspecific model introducing assetโ, optionโ, and momentsโbased factors.
Osteobiographies were reconstructed from the skeletal remains of four adults from Fort Edmonton, a 19th century trading post of the Canadian fur trade. Three males were Caucasoid and probably ethnic Scots, given the usual origin of fur traders in this region. The lone adult female in the sample was
Ma&act