A model of price discovery and market design: theory and empirical evidence

Michael T Chng

Research output: Contribution to journal › Article › Research › peer-review

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@article{630cebea783640be86135669554c0fe2,

title = "A model of price discovery and market design: theory and empirical evidence",

author = "Chng, {Michael T}",

year = "2004",

doi = "10.1002/fut.20132",

language = "English",

volume = "24",

pages = "1107 -- 1146",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Blackwell",

number = "12",

}