This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Limit Moves And Price Resolution: The Case Of The Treasury Bond Futures Markets Author info | Abstract | Publisher info | Download info | Related research | Statistics MA, C.K.
RAO, R.P.
SEARS, R.S.
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To our knowledge, this item is not available for
download . To find whether it is available, there are three
options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page
whether it is in fact available.
3. Perform a search for a similarly titled item that would be
available.
Paper provided by Columbia - Center for Futures Markets in its series Papers with number
177.
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Length: 15 pages
Date of creation: 1988Date of revision:
Handle: RePEc:fth:colufu:177Contact details of provider: Postal: COLUMBIA UNIVERSITY, CENTER FOR THE STUDY OF FUTURE MARKETS, BUSINESS SCHOOL, MORNING SIDE HEIGHTS NY NEW YORK 10027 U.S.A.. Phone: (212) 854-5553 Web page: http://www.columbia.edu/cu/business/ More information through EDIRC
For technical questions regarding this item, or to correct its listing, contact: (Thomas Krichel).
Keywords: market ; prices ; information ; Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Anthony D. Hall & Paul Kofman & Steve Manaster, 2001.
"Migration of Price Discovery With Constrained Futures Markets ,"
Research Paper Series
70, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Lucy F. Ackert & Bryan K. Church & Narayanan Jayaraman, 1999.
"An experimental study of circuit breakers: the effects of mandated market closures and temporary halts on market behavior ,"
Working Paper
99-1, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions: Lucy Ackert & Jonathan Hao & William Hunter, 1997.
"The effect of circuit breakers on expected volatility: Tests using implied volatilities ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 25(2), pages 117-127, June.
[Downloadable!] (restricted)
Anthony D. Hall & Paul Kofman & R. Guido, 1998.
"Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits ,"
Research Paper Series
3, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Access and
download statistics Did you know? Apart from a small start up grant in the 1990's, RePEc has received no funding and lives on the help of volunteers.
This page was last updated on 2009-10-24.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .