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Tests of a simple optimizing model of daily price limits on futures contracts

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  • Lucy F. Ackert
  • William C. Hunter

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Suggested Citation

  • Lucy F. Ackert & William C. Hunter, 1989. "Tests of a simple optimizing model of daily price limits on futures contracts," FRB Atlanta Working Paper 89-10, Federal Reserve Bank of Atlanta.
  • Handle: RePEc:fip:fedawp:89-10
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    References listed on IDEAS

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    Cited by:

    1. Arie Harel & Giora Harpaz & Joseph Yagil, 2010. "A new paradigm for forecasting security returns in a market regulated by price limits," Review of Quantitative Finance and Accounting, Springer, vol. 35(1), pages 113-121, July.
    2. Marcelle Arak & Richard Cook, 1997. "Do Daily Price Limits Act as Magnets? The Case of Treasury Bond Futures," Journal of Financial Services Research, Springer;Western Finance Association, pages 5-20.

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    Keywords

    Futures;

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