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'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?

Author

Listed:
  • Carlos A. Ulibarri

    (Department of Management, New Mexico Institute of Mining and Technology, USA)

  • Peter C. Anselmo

    (Department of Management, New Mexico Institute of Mining and Technology, USA)

  • Karen Hovsepian

    (Department of Management, New Mexico Institute of Mining and Technology, USA)

  • Jacob Tolk

    (Department of Management, New Mexico Institute of Mining and Technology, USA)

  • Ionut Florescu

    (Department of Mathematical Sciences, Stevens Institute of Technology, USA)

Abstract

The above article (DOI: 10.1002|ijfe.373 ) was published online in Early View on 25 July 2008. On page 1 of the initial online publication of this article, the third author's surname was incorrectly spelled. The correct spelling should be: KAREN HOVSEPIAN.

Suggested Citation

  • Carlos A. Ulibarri & Peter C. Anselmo & Karen Hovsepian & Jacob Tolk & Ionut Florescu, 2009. "'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(3), pages 1-1.
    • Handle: RePEc:ijf:ijfiec:v:14:y:2009:i:3:p:i-i
    DOI: 10.1002/ijfe.388
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    References listed on IDEAS

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    Cited by:

    1. Stan Miles, 2013. "Constant-collateral pyramiding trading strategies in futures markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(4), pages 381-396, December.

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    More about this item

    JEL classification:

    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing

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