ON THE FEASIBILITY OF AUTOMATED MARKET MAKING BY A PROGRAMMED SPECIALIST

被引：10

作者：

HAKANSSON, NH

BEJA, A

KALE, J

机构：

[1] TEL AVIV UNIV, IL-69978 TEL AVIV, ISRAEL

[2] BARRA, BERKELEY, CA USA

来源：

JOURNAL OF FINANCE | 1985年 / 40卷 / 01期

关键词：

D O I：

10.2307/2328045

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1 / 20

页数：20

共 29 条

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[4] DYNAMIC MARKET PROCESSES AND REWARDS TO UP-TO-DATE INFORMATION [J].

BEJA, A ;

HAKANSSON, NH .

JOURNAL OF FINANCE, 1977, 32 (02) :291-304

[5]

BEJA A, 1979, IMPENDING CHANGES SE

[6]

BLACK F, 1971, FINANCIAL ANAL J 1 2, V27

[7]

BLOCH E, 1979, IMPENDING CHANGES SE

[8]

CARRINGTON T, 1982, WALL STREET J 1014, V107, P27

[9]

COHEN K, 1977, J BANKING FINANC SEP

[10]

COHEN K, 1982, 827 DUK U FUQ SCH BU

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