메뉴 건너뛰기




Volumn 12, Issue 1, 1997, Pages 5-20

Do Daily Price Limits Act as Magnets? The Case of Treasury Bond Futures

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0031511903     PISSN: 09208550     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1007955909944     Document Type: Article
Times cited : (52)

References (16)
  • 3
    • 33748491952 scopus 로고
    • A Theory of Price Limits in Futures Markets
    • Brennan, Michael J. "A Theory of Price Limits in Futures Markets." Journal of Financial Economics 16(2) (1986), 213-233.
    • (1986) Journal of Financial Economics , vol.16 , Issue.2 , pp. 213-233
    • Brennan, M.J.1
  • 4
    • 0001000218 scopus 로고
    • Periodic Market Closure and Trading Volume: A Model of Intraday Bids and Asks
    • Brock, William A., and Allan W Kleidon. "Periodic Market Closure and Trading Volume: A Model of Intraday Bids and Asks." Journal of Economic Dynamics and Control 16(3/4) (1992), 451-489.
    • (1992) Journal of Economic Dynamics and Control , vol.16 , Issue.3-4 , pp. 451-489
    • Brock, W.A.1    Kleidon, A.W.2
  • 5
    • 45449122114 scopus 로고
    • Risk Aversion, Uncertain Information, and Market Efficiency
    • Brown, Keith C., W. V. Harlow, and Seha M. Tinic. "Risk Aversion, Uncertain Information, and Market Efficiency." Journal of Financial Economics 22(2) (1988), 355-385.
    • (1988) Journal of Financial Economics , vol.22 , Issue.2 , pp. 355-385
    • Brown, K.C.1    Harlow, W.V.2    Tinic, S.M.3
  • 6
    • 0010881464 scopus 로고
    • Price Limits, Trading Suspension and the Adjustment of Prices to New Information
    • Coursey, Donald L., and Edward A. Dyl. "Price Limits, Trading Suspension and the Adjustment of Prices to New Information." Review of Futures Markets 9(2) (1990), 342-361.
    • (1990) Review of Futures Markets , vol.9 , Issue.2 , pp. 342-361
    • Coursey, D.L.1    Dyl, E.A.2
  • 7
    • 0042983370 scopus 로고
    • What to Do, or Not Do, about the Markets
    • Ferguson, Robert. "What to Do, or Not Do, about the Markets." Journal of Portfolio Management 14(4) (1988), 14-19.
    • (1988) Journal of Portfolio Management , vol.14 , Issue.4 , pp. 14-19
    • Ferguson, R.1
  • 8
    • 84978601049 scopus 로고
    • (Micro) Fads in Asset Prices: Evidence from the Futures Market
    • Gay, Gerald D., Jayant R. Kale, Robert W Kolb, and Thomas H. Noe. "(Micro) Fads in Asset Prices: Evidence from the Futures Market." Journal of Futures Markets, vol. 14 (1994).
    • (1994) Journal of Futures Markets , vol.14
    • Gay, G.D.1    Kale, J.R.2    Kolb, R.W.3    Noe, T.H.4
  • 10
    • 0011597483 scopus 로고
    • Price Controls and the Behavior of Auction Markets: An Experimental Examination
    • June
    • Isaac, R. C., and C. R. Plott. "Price Controls and the Behavior of Auction Markets: An Experimental Examination." American Economic Review 71(3) (June 1981), 448-459.
    • (1981) American Economic Review , vol.71 , Issue.3 , pp. 448-459
    • Isaac, R.C.1    Plott, C.R.2
  • 12
    • 84978572718 scopus 로고
    • Testing Rationality in Futures Markets
    • Ma, Christopher, William H. Dare, and Darla R. Donaldson. "Testing Rationality in Futures Markets." Journal of Futures Markets 10(2) (1990), 137-152.
    • (1990) Journal of Futures Markets , vol.10 , Issue.2 , pp. 137-152
    • Ma, C.1    Dare, W.H.2    Donaldson, D.R.3
  • 13
    • 84978600378 scopus 로고
    • Limit Moves and Price Resolution: The Case of the Treasury Bond Futures
    • Ma, Christopher, Ramesh Rao, and R. Stephen Sears. "Limit Moves and Price Resolution: The Case of the Treasury Bond Futures." Journal of Futures Markets 9(4) (1989), 321-336.
    • (1989) Journal of Futures Markets , vol.9 , Issue.4 , pp. 321-336
    • Ma, C.1    Rao, R.2    Stephen Sears, R.3
  • 14
    • 33947627241 scopus 로고
    • Volatility, Price Resolution, and the Effectiveness of Price Limits
    • Ma, Christopher, Ramesh Rao, and R. Stephen Sears. "Volatility, Price Resolution, and the Effectiveness of Price Limits." Journal of Financial Services Research 3(2/3) (1989), 165-199.
    • (1989) Journal of Financial Services Research , vol.3 , Issue.2-3 , pp. 165-199
    • Ma, C.1    Rao, R.2    Stephen Sears, R.3
  • 15
    • 0002219554 scopus 로고
    • The Noise Trader Approach to Finance
    • Spring
    • Shleifer, Andrei, and Lawrence H. Summers. "The Noise Trader Approach to Finance." Journal of Economic Perspectives 4(2) (Spring 1990), 19-34.
    • (1990) Journal of Economic Perspectives , vol.4 , Issue.2 , pp. 19-34
    • Shleifer, A.1    Summers, L.H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.