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The Industrial Organization of Futures Markets
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The Industrial Organization of Futures Markets (1985)The Industrial Organization of Futures Ma…Market efficiency and limits to arbitrage: Evidence from the Volkswagen short squeeze (2021)Market efficiency and limits …Squeezing the bears: cornering risk and limits on arbitrage during the ‘British bicycle mania’, 1896–8 (2019)Squeezing the bears: cornerin…Security Market Manipulation (2014)Security Market ManipulationFutures Market Failure? (2014)Futures Market Failure?The Crash of 1882 and the Bailout of the Paris Bourse (2007)The Crash of 1882 and the Bai…Position limits for cash-settled derivative contracts (2005)Position limits for cash-sett…Forward trading and collusion in oligopoly (2005)Forward trading and collusion…Softening competition through forward trading (2003)Softening competition through…Informed manipulation (2003)Informed manipulationThe organization of financial exchange markets: Theory and evidence (1999)The organization of financial…Mixed manipulation strategies in commodity futures markets (1995)Mixed manipulation strategies…Treasury Auction Bids and the Salomon Squeeze (1993)Treasury Auction Bids and the…Oligopoly, uncertainty and strategic forward transactions (1992)Oligopoly, uncertainty and st…Volatility, price resolution, and the effectiveness of price limits (1989)Volatility, price resolution,…Volatility, Price Resolution, and the Effectiveness of Price Limits (1989)Volatility, Price Resolution,…Simple games of market manipulation (1989)Simple games of market manipu…Multimarket Oligopoly: Strategic Substitutes and Complements (1985)The Theory of Industrial Organization (1988)Theory of Industrial Organization. (1989)Market Power in Pollution Permit Markets (2009)Market Power in an Exhaustible Resource Market: The Case of Storable Pollution Permits (2010)Structural versus behavioral remedies in the deregulation of electricity markets: An experimental investigation motivated by policy concerns (2013)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Does the Stock Market Overreact? (1985)Using daily stock returns (1985)Speculative markets and the effectiveness of price limits (2003)Circuit Breakers and the Tail Index of Equity Returns (2004)An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data (2005)Information, futures prices, and stabilizing speculation (1978)Hedging and the Competitive Firm under Price Uncertainty (1979)Issues in futures markets: A survey (1982)Strategic forward contracting and observability (1997)Do forward markets enhance competition? (2005)A Theory of Auctions and Competitive Bidding (1982)A Theory of the Term Structure of Interest Rates (1985)An Intertemporal General Equilibrium Model of Asset Prices (1985)Uniform-Price Auctions: Update of the Treasury Experience (1998)Multiple Unit Auctions and Short Squeezes (2003)Strategy-proofness in the Large (2018)Sequential Equilibria (1982)Continuous Auctions and Insider Trading (1985)Informed Speculation with Imperfect Competition (1989)Why Do Price Limits Exist in Stock Markets? A Manipulation‐Based Explanation (2008)A New Wolf in Town? Pump-and-Dump Manipulation in Cryptocurrency Markets (2022)Price and Quantity Competition in a Differentiated Duopoly (1984)The Fat-Cat Effect, the Puppy-Dog Ploy, and the Lean and Hungry Look (1984)Regional initiatives and the cost of delaying binding climate change agreements (2011)Corporate social responsibility in a game-theoretic context (2016)Contestable Markets and the Theory of Industry Structure (1982)Contestable Markets and the Theory of Industry Structure (1982)A Simple Approximation of Tobin's q (1994)The evolution of the structure and performance of the London Stock Exchange in the first global financial market, 1812-1914 (2006)Exchange trading rules, surveillance and suspected insider trading (2015)Market Manipulation and Innovation (2016)Noise Trader Risk in Financial Markets (1990)The Limits of Arbitrage (1995)Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files (2013)Measuring price discovery between nearby and deferred contracts in storable and nonstorable commodity futures markets (2020)Network Analysis of Price Comovements Among Corn Futures and Cash Prices (2022)Evaluating Natural Resource Investments (1985)Characteristics of stocks that frequently hit price limits: Empirical evidence from Taiwan and Thailand (2000)Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets (2015)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Market Microstructure Theory. (1996)Manipulation in market order models (2003)Detecting stock-price manipulation in an emerging market: The case of Turkey (2009)Enhancing intraday stock price manipulation detection by leveraging recurrent neural networks with ensemble learning (2019)
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  • 1992Oligopoly, uncertainty and strategic forward transactions170 cited
  • 2005Forward trading and collusion in oligopoly142 cited
  • 2003Softening competition through forward trading137 cited
  • 1993Treasury Auction Bids and the Salomon Squeeze110 cited
  • 1989Volatility, Price Resolution, and the Effectiveness of Price Limits108 cited
  • 1989Simple games of market manipulation96 cited
  • 1989Volatility, price resolution, and the effectiveness of price limits96 cited
  • 2003Informed manipulation90 cited
  • 1999The organization of financial exchange markets: Theory and evidence88 cited
  • 2014Futures Market Failure?83 cited
  • 2014Security Market Manipulation52 cited
  • 1995Mixed manipulation strategies in commodity futures markets41 cited
  • 2021Market efficiency and limits to arbitrage: Evidence from the Volkswagen short squeeze39 cited
  • 2019Squeezing the bears: cornering risk and limits on arbitrage during the ‘British bicycle mania’, 1896–836 cited
  • 2007The Crash of 1882 and the Bailout of the Paris Bourse33 cited

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  • 2005Position limits for cash-settled derivative contracts27 cited