Position-Limit Design for the CSI 300 Futures Markets
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References listed on IDEAS
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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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-08-28 (All new papers)
- NEP-CMP-2014-08-28 (Computational Economics)
- NEP-MST-2014-08-28 (Market Microstructure)
- NEP-TRA-2014-08-28 (Transition Economics)
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