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We explain the probability of a trade at the asking price across time. The database contains intraday bid‐ask quotes and transaction prices on the Australian Stock Exchange. We find systematic patterns in the probability of a trade at the asking price, corresponding to previously documented...
The efficient market hypothesis is an elegant economic concept which has been extensively researched. The results of the research are broadly supportive of the concept for developed and competitive securities markets. Yet many, perhaps even most corporate executives and investors have serious...
This paper examines the efficiency of the two major Australian football betting markets: the Australian Rugby League (ARL) FootyTAB market and the Australian Football League (AFL) Footywin market. Probit and ordered probit models are tailored to the unique structures of the markets. This...
This paper addresses the issue of interpreting dollar value utility estimates using the Brogden utility equation. It shows that estimates of the standard deviation of job perfor Mance in dollars (SDy) must be compatible with the effect size measure in order to produce meaningful final utility...
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