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Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze
Merrick, John J.; Naik, Narayan Y.; Yadav, Pradeep K. - 2004
This paper investigates the trading behavior of major market participants during an attempted delivery squeeze in a bond futures contract traded in London. Using the cash and futures trades of dealers and customers, we analyze their strategic trading behavior, price distortion and learning in a...
Persistent link: https://www.econbiz.de/10010308700
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Strategic trading behavior and price distortion in a manipulated market : anatomy of a squeeze
Merrick, John J.; Naik, Narayan Y.; Yadav, Pradeep - 2004
This paper investigates the trading behavior of major market participants during an attempted delivery squeeze in a bond futures contract traded in London. Using the cash and futures trades of dealers and customers, we analyze their strategic trading behavior, price distortion and learning in a...
Persistent link: https://www.econbiz.de/10009524825
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Strategic trading behavior and price distortion in a manipulated market : anatomy of a squeeze
Merrick, John J.; Naik, Narayan Y.; Yadav, Pradeep - In: Journal of financial economics 77 (2005) 1, pp. 171-218
Persistent link: https://www.econbiz.de/10002936225
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Strategic trading behavior, price distortion and market depth in a manipulated market : anatomy of a squeeze
Merrick, John J. (contributor); Naik, Narayan Y. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001705452
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Strategic trading behavior and price distortion in a manipulated market: anatomy of a squeeze
Merrick, John J.; Naik, Narayan Y.; Yadav, Pradeep K. - In: Journal of financial economics 77 (2005) 1, pp. 171-218
Persistent link: https://www.econbiz.de/10006501311
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Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze
Merrick, John J.; Naik, Narayan Y.; Yadav, Pradeep K. - Institut für Finanzmarktforschung, Wirtschafts- und … - 2004
This paper investigates the trading behavior of major market participants during an attempted delivery squeeze in a bond futures contract traded in London. Using the cash and futures trades of dealers and customers, we analyze their strategic trading behavior, price distortion and learning in a...
Persistent link: https://www.econbiz.de/10010984865
Cover Image
Strategic trading behavior and price distortion in a manipulated market : anatomy of a squezze
Merrick, John J.; Naik, Narayan Y.; Yadav, Pradeep K. - 2004
Persistent link: https://www.econbiz.de/10004880892