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The Industrial organization of futures markets
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The Industrial organization of futures markets (1984)The Industrial organization of futures ma…Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach (2007)Price Limit and Volatility in…A survey on physical delivery versus cash settlement in futures contracts (2004)A survey on physical delivery…The Impact of Derivatives on Cash Markets: What Have We Learned? (2000)The Impact of Derivatives on …Price limits, margin requirements, and default risk (2000)Price limits, margin requirem…Lessons from Financial Crises: The Role of Clearinghouses (2000)Lessons from Financial Crises…A Strategic Analysis of Corners and Squeezes (1998)A Strategic Analysis of Corne…Futures trading and supply contracting in the oil refining industry (1996)Futures trading and supply co…Rational price limits in futures markets: tests of a simple optimizing model (1994)Rational price limits in futu…Securitization and Commodity Contingency in International Lending (1989)Securitization and Commodity …A Monetary History of the United States, 1867-1960 (1964)Contract enforceability and economic institutions in early trade: The Maghribi Traders' Coalition (1993)The Limits of market organization (2005)A Failure of Regulation? Reinterpreting the Panic of 1907 (2014)A Monetary History of the United States, 1867-1960 (2017)The (dis)advantages of clearinghouses before the Fed (2018)The pricing of commodity contracts (1976)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Price limit performance: New evidence from a quasi-natural experiment in China's ChiNext market (2023)The Nature of the Firm (1937)The Determinants of Firms' Hedging Policies (1985)On the Determinants of Corporate Hedging (1993)Modelling of extremal events in insurance and finance (1994)Modelling Extremal Events (1997)Price Limit Performance: Evidence from the Tokyo Stock Exchange (1997)On the Estimation of Security Price Volatilities from Historical Data (1980)Continuous Auctions and Insider Trading (1985)Multivariate Stochastic Variance Models (1994)NEW PUBLIC MANAGEMENT VALUES AND PERSON‐ORGANIZATION FIT: A SOCIO‐PSYCHOLOGICAL APPROACH AND EMPIRICAL EXAMINATION AMONG PUBLIC SECTOR PERSONNEL (2007)Determinants of futures contract success: Empirical examinations for the Asian futures markets (2010)Competition and Manipulation in Derivative Contract Markets (2019)Circuit Breakers and Market Volatility: A Theoretical Perspective (1994)Optimal clearing margin, capital and price limits for futures clearinghouses (2005)What affects the cool-off duration under price limits? (2013)American Economic Review (2019)On the aggregation of information in competitive markets (1980)The Case for Flexible Exchange Rates (1996)Hedge Funds, Volatility, and Liquidity Provision in Energy Futures Markets (2007)Options Introduction and Volatility in the EU ETS (2009)A Theory of Liquidity Spillover between Bond and CDS Markets (2021)Reexamination of the perfectness concept for equilibrium points in extensive games (1975)On the Impossibility of Informationally Efficient Markets (1980)Signaling Games and Stable Equilibria (1987)Margin requirements and futures activity: Evidence from the soybean and corn markets (1999)Collateral and short squeezing of liquidity in fixed rate tenders (2001)Squeezing Shorts Through Social Media Platforms (2021)Some issues in disintermediation and securitization (2007)
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  • 2000The Impact of Derivatives on Cash Markets: What Have We Learned?47 cited
  • 1998A Strategic Analysis of Corners and Squeezes35 cited
  • 2004A survey on physical delivery versus cash settlement in futures contracts25 cited
  • 2000Price limits, margin requirements, and default risk24 cited
  • 2000Lessons from Financial Crises: The Role of Clearinghouses22 cited
  • 1989Securitization and Commodity Contingency in International Lending19 cited
  • 1994Rational price limits in futures markets: tests of a simple optimizing model17 cited
  • 2007Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach16 cited
  • 1996Futures trading and supply contracting in the oil refining industry13 cited

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