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The Performance and Market Impact of Dual Trading: CME Rule 552

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  • Chang, Eric C.
  • Loche, Peter R.
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Financial Intermediation.

    Volume (Year): 5 (1996)
    Issue (Month): 1 (January)
    Pages: 23-48

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    Handle: RePEc:eee:jfinin:v:5:y:1996:i:1:p:23-48

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    Web page: http://www.elsevier.com/locate/inca/622875

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    Cited by:
    1. Chakravarity, Sugato & Li, Kai, 2002. "An Examination of Own Account Trading by Dual Traders in Future Markets," Purdue University Economics Working Papers 1156, Purdue University, Department of Economics.
    2. Chang, Eric C. & Michael Pinegar, J. & Schachter, Barry, 1997. "Interday variations in volume, variance and participation of large speculators," Journal of Banking & Finance, Elsevier, vol. 21(6), pages 797-810, June.
    3. Sugato Chakravarty & Asani Sarkar, 1998. "An analysis of brokers' trading with applications to order flow internalization and off-exchange sales," Research Paper 9813, Federal Reserve Bank of New York.
    4. Lorne N. Switzer & Haibo Fan, 2010. "Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment," International Econometric Review (IER), Econometric Research Association, Econometric Research Association, vol. 2(1), pages 11-35, April.
    5. Hun Y. Park & Asani Sarkar & Lifan Wu, 1998. "Do Brokers Misallocate Customer Trades? Evidence From Futures Markets," Finance, EconWPA 9801002, EconWPA.
    6. Erenburg, Grigori & Kurov, Alexander & Lasser, Dennis J., 2006. "Trading around macroeconomic announcements: Are all traders created equal?," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 15(4), pages 470-493, October.
    7. Chakravarty, Sugato & Li, Kai, 2003. "A Bayesian analysis of dual trader informativeness in futures markets," Journal of Empirical Finance, Elsevier, Elsevier, vol. 10(3), pages 355-371, May.
    8. Sugato Chakravarty, 2002. "An examination of own account trading by dual traders in futures markets," Economics Bulletin, AccessEcon, vol. 28(5), pages A0.

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