The trading dynamics of close-substitute futures markets: Evidence of margin policy spillover effects

Journal of Multinational Financial Management

Volumn 14, Issue 4-5, 2004, Pages 463-483

  Chng, Michael T ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Investor clienteles; Margin requirements; Price discovery; Trading dynamics

Indexed keywords

EID: 4043113689     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.mulfin.2004.02.003     Document Type: Article

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