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~person:"Kofman, Paul"
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Migration of Price Discovery With Constrained Futures Markets
Hall, Anthony D.
;
Kofman, Paul
;
Manaster, Steve
-
Finance Discipline Group, Business School
-
2001
has taken an almost unique position by imposing daily
price
limits
on their futures contracts while leaving the options …
Persistent link: https://www.econbiz.de/10004984451
Saved in:
2
Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits
Hall, Anthony D.
;
Kofman, Paul
;
Guido, R.
-
Finance Discipline Group, Business School
-
1998
This paper analyzes the random walk behaviour of futures prices when the exchange regulated by
price
limits
. Using a …
Persistent link: https://www.econbiz.de/10004984574
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