Price limits in futures markets: Effects on the price discovery process and volatility

International Review of Financial Analysis

Volumn 12, Issue 3, 2003, Pages 311-328

  Veld Merkoulova, Yulia V ^a  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Circuit breakers; Futures markets; Price limits; Volatility

Indexed keywords

EID: 0038578841     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1057-5219(03)00009-7     Document Type: Article

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