𝔖 Bobbio Scriptorium
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SHORT RUN PRICE CYCLES IN THE SYDNEY WOOL FUTURES MARKET

✍ Scribed by Hunt, B.F.


Book ID
115212715
Publisher
Wiley (Blackwell Publishing)
Year
1974
Tongue
English
Weight
630 KB
Volume
18
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