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

Author

Listed:
  • Lucy F. Ackert
  • William C. Hunter

Abstract

No abstract is available for this item.

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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    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, vol. 12(1), pages 5-20, August.

    More about this item

    Keywords

    Futures;

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