Position limit for the CSI 300 stock index futures market
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References listed on IDEAS
- Dongmin Kong & Maobin Wang, 2014. "The Manipulator's Poker: Order-Based Manipulation in the Chinese Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(2), pages 73-98.
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More about this item
KeywordsPosition limit; Stock index futures; Agent-based modeling; Market quality;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
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