메뉴 건너뛰기




Volumn 9, Issue 2, 2001, Pages 83-99

Doubling: Nick Leeson's trading strategy

Author keywords

Barings bank; Doubling; G13; G28; Nick Leeson

Indexed keywords


EID: 0042851815     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-538X(01)00004-X     Document Type: Article
Times cited : (20)

References (16)
  • 3
    • 21344493808 scopus 로고
    • Differences of opinion make a horse race
    • Harris L., Raviv A. Differences of opinion make a horse race. Review of Financial Studies. 6(3):1993;473-506.
    • (1993) Review of Financial Studies , vol.6 , Issue.3 , pp. 473-506
    • Harris, L.1    Raviv, A.2
  • 4
    • 0042297316 scopus 로고    scopus 로고
    • Two failures: Barings in 1890 and 1995
    • Hogan W. Two failures: Barings in 1890 and 1995. Accounting and Business Review. 6(2):1999;203-223.
    • (1999) Accounting and Business Review , vol.6 , Issue.2 , pp. 203-223
    • Hogan, W.1
  • 6
    • 0001371984 scopus 로고
    • Rational choice and the framing of decisions
    • Kahneman D., Tversky A. Rational choice and the framing of decisions. Journal of Business. 59(4, pt. 2):1986;251-278.
    • (1986) Journal of Business , vol.59 , Issue.4 PT. 2 , pp. 251-278
    • Kahneman, D.1    Tversky, A.2
  • 7
    • 0012684676 scopus 로고    scopus 로고
    • Breakdown of accounting controls at Barings and Daiwa: Benefits of using opportunity-cost measures for trading activity
    • Kane E.J., DeTrask K. Breakdown of accounting controls at Barings and Daiwa: Benefits of using opportunity-cost measures for trading activity. Pacific-Basin Finance Journal. 7(3-4):1999;203-228.
    • (1999) Pacific-Basin Finance Journal , vol.7 , Issue.34 , pp. 203-228
    • Kane, E.J.1    Detrask, K.2
  • 8
    • 84986466166 scopus 로고
    • Costly short sales and the correlation of returns with volume
    • Karpoff J.M. Costly short sales and the correlation of returns with volume. Journal of Financial Research. 11(3):1988;173-188.
    • (1988) Journal of Financial Research , vol.11 , Issue.3 , pp. 173-188
    • Karpoff, J.M.1
  • 11
    • 0003962574 scopus 로고    scopus 로고
    • London: Little Brown and Co.
    • Leeson N. Rogue Trader. 1996;Little Brown and Co. London.
    • (1996) Rogue Trader
    • Leeson, N.1
  • 12
    • 0011694208 scopus 로고    scopus 로고
    • The price-volume relationship in the crude oil futures market: Some results based on linear and nonlinear causality testing
    • Moosa I.A., Silvapulle P. The price-volume relationship in the crude oil futures market: Some results based on linear and nonlinear causality testing. International Review of Economics and Finance. 9(1):2000;11-30.
    • (2000) International Review of Economics and Finance , vol.9 , Issue.1 , pp. 11-30
    • Moosa, I.A.1    Silvapulle, P.2
  • 13
    • 84947392504 scopus 로고
    • The estimation of the parameters of a linear regression system obeying two separate regimes
    • Quandt R.E. The estimation of the parameters of a linear regression system obeying two separate regimes. Journal of the American Statistical Association. 55:1958;324-330.
    • (1958) Journal of the American Statistical Association , vol.55 , pp. 324-330
    • Quandt, R.E.1
  • 14
    • 84945789945 scopus 로고
    • Tests of the hypothesis that a linear regression system obeys two separate regimes
    • Quandt R.E. Tests of the hypothesis that a linear regression system obeys two separate regimes. Journal of the American Statistical Association. 53(290):1960;873-880.
    • (1960) Journal of the American Statistical Association , vol.53 , Issue.290 , pp. 873-880
    • Quandt, R.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.