Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze

Journal of Financial Economics

Volumn 77, Issue 1, 2005, Pages 171-218

  Merrick Jr , John J ^a   Naik, Narayan Y ^b   Yadav, Pradeep K ^c  

^a CITY UNIVERSITY OF NEW YORK   (United States)

^b LONDON BUSINESS SCHOOL   (United Kingdom)

^c LANCASTER UNIVERSITY MANAGEMENT SCHOOL   (United Kingdom)

Author keywords

Futures markets; Price manipulation; Squeeze

Indexed keywords

EID: 20444470106     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2004.10.004     Document Type: Article

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