𝔖 Bobbio Scriptorium
✦   LIBER   ✦

IN SEARCH OF HUNT'S SHORT-RUN PRICE CYCLES IN THE SYDNEY WOOL FUTURES MARKET*

✍ Scribed by Fisher, Brian S. ;Tanner, Carolyn


Book ID
115212763
Publisher
Wiley (Blackwell Publishing)
Year
1978
Tongue
English
Weight
388 KB
Volume
22
Category
Article
ISSN
0004-9395

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## Abstract This paper uses the methods of error correction and common factor analysis to estimate the contribution of locals (market makers who may participate directly by trading for their own account) and non‐local traders to price discovery on the floor of the Chicago Board of Trade (CBOT) and