Manipulation of cash-settled futures contracts

Journal of Business

Volumn 74, Issue 2, 2001, Pages 221-244

  Pirrong, Craig ^a  

^a UNIVERSITY OF WASHINGTON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035628987     PISSN: 00219398     EISSN: None     Source Type: Journal    
DOI: 10.1086/209671     Document Type: Article

References (13)

1. Edwards, F., and Ma, C. 1996. Futures and Options. New York: McGraw-Hill.
2. Garbade, K., and Silber, W. 1983. Cash settlement of futures contracts: An economic analysis. Journal of Futures Markets 3 (Winter): 451-72.
3. Hargreaves, D. 1996. Watchdog fears growing manipulation. Financial Times of London (November 25, 1996).
4. Henley, S. 1996. Finns try new formula for pulp derivatives. Reuters Financial Service (December 2, 1996).
5. International Petroleum Exchange. 1995. IPE Brent Oil Futures.
6. Jones, F. J. 1983. The economics of futures and options contracts based on cash settlement. Journal of Futures Markets 2 (Spring): 63-82.
7. Kunar, P., and Seppi, D. 1992. Futures manipulation with cash settlement. Journal of Finance 47 (September): 1485-1502.
8. Kyle, A. 1984. A theory of futures market manipulations. In R. Anderson (ed.), The Industrial Organization of Futures Markets. Lexington, Mass.: Lexington Press.
9. Manaster, S. 1992. Economic consequences of delivery options for financial futures contracts: Analysis and review. Review of Futures Markets 11:142-61.
10. Paul, A. 1985. The role of cash settlement in futures contract specification. In A. Peck (ed.), Futures Markets: Regulatory Issues. Washington, D.C.: American Enterprise Institute.
11. Pirrong, S. 1993. Manipulation of the commodity futures market delivery process. Journal of Business 66 (July): 355-69.
12. Pirrong, S. 1995a. Mixed manipulation strategies in commodity futures markets. Journal of Futures Markets 15 (February): 13-38.
13. Pirrong, S. 1995b. The self-regulation of commodity exchanges: The case of market manipulation. Journal of Law and Economics 38 (April): 141-207.