Misao Endo

Central Research Institute of Electric Power Industry (CRIEPI)

Tokyo

Japan

SCHOLARLY PAPERS

2

DOWNLOADS

350

CITATIONS

0

Scholarly Papers (2)

1.

A Queuing Model for a Continuous Double-Auction Trading System

22nd Australasian Finance and Banking Conference 2009
Number of pages: 8 Posted: 24 Aug 2009 Last Revised: 10 Nov 2009
Japan Dragon Network Co., Ltd., University of Tsukuba - Graduate School of Systems and Information Engineering, University of Tsukuba - Graduate School of Systems and Information Engineering and Central Research Institute of Electric Power Industry (CRIEPI)
Downloads 350 (84,438)
Citation 1

Abstract:

Loading...

Market microstructure, Continuous double-auction trading system, Execution probability, Queue

2.

The Effect of Speculative Investment on the WTI Crude Oil Futures Market

Posted: 23 Aug 2010 Last Revised: 26 Nov 2010
Misao Endo and Nobuyuki Yamaguchi
Central Research Institute of Electric Power Industry (CRIEPI) and Central Research Institute of Electric Power Industry (CRIEPI)

Abstract:

Loading...

WTI Crude Oil Futures, U.S. CFTC, Financial Factors, Speculative Investment, Position Analysis