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The effectiveness of position limits: Evidence from the foreign exchange futures markets · Study

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ArticleThe effectiveness of position limits: Evidence from the foreign exchange futures markets

Ya‐Kai Chang2013

Article2013

The effectiveness of position limits: Evidence from the foreign exchange futures markets

Ya‐Kai Chang · Yu‐Lun Chen · Robin K. Chou · Yin‐Feng Gau

25 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1971A Treatise on Money 1995One Security, Many Markets: Determining the Contributions to Price Discovery 1995Estimation of Common Long-Memory Components in Cointegrated Systems 2004Applied Time Series Econometrics 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 1939Speculation and Economic Stability 1976Speculation and Economic Stability

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2015Investor structure and the informational efficiency of commodity futures prices

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Year2013

Typearticle

Published2013-03-16

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations25

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jbankfin.2013.02.033

openalex_workW1998289326

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