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Marketmaker Behavior in an Auction Market: An Analysis of Scalpers in Futures Markets

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1993Scalper behavior in futures markets: An empirical examination76 cited
1991Futures trading, transaction costs, and stock market volatility70 cited
1987Futures Markets: A Consequence of Risk Aversion or Transactions Costs?66 cited
1995Seasonalities and intraday return patterns in the foreign currency futures market64 cited
2001Transaction Costs and Market Quality: Open Outcry Versus Electronic Trading58 cited
2001Intra-day seasonalities on stock returns: evidence from the Turkish Stock Market57 cited

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1988Market Trading Structures and Asset Pricing: Evidence from the Treasury-Bill Markets56 cited

2003The propensity for local traders in futures markets to ride losses: Evidence of irrational or rational behavior?55 cited

2003Optimal contract design: For whom?53 cited

2000How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?53 cited

2004Bid–ask spreads in commodity futures markets52 cited

2005What happened to liquidity when world war I shut the NYSE?51 cited

1989Liquidity costs and scalping returns in the corn futures market45 cited

2009Speculation and Hedging43 cited