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An examination of own account trading by dual traders in futures markets

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Author Info
Chakravarty, Sugato
Li, Kai

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File URL: http://www.sciencedirect.com/science/article/B6VBX-48KMJHD-1/2/813fd7712d96367e9ac4bba235b5687d
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 69 (2003)
Issue (Month): 2 (August)
Pages: 375-397
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Handle: RePEc:eee:jfinec:v:69:y:2003:i:2:p:375-397

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. Albert J. Menkveld & Asani Sarkar & Michel van der Wel, 2007. "Macro News, Riskfree Rates, and the Intermediary," Tinbergen Institute Discussion Papers 07-086/2, Tinbergen Institute. [Downloadable!]
  2. Albert J. Menkveld & Asani Sarkar & Michel van der Wel, 2007. "Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures," Staff Reports 307, Federal Reserve Bank of New York. [Downloadable!]
  3. Fang Cai, 2003. "Was there front running during the LTCM crisis," International Finance Discussion Papers 758, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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This page was last updated on 2008-7-12.

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