Detecting price artificiality and manipulation in futures markets: An application to Amaranth

ISSN： 1753-965X

Source： Journal of Derivatives & Hedge Funds, Vol.18, Iss.3, 2012-08, pp. : 254-271

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Price discovery in spot and futures markets: a reconsideration

By Theissen Erik

The European Journal of Finance, Vol. 18, Iss. 10, 2012-11 ,pp. : 969-987

Routledge Ltd

Access to resources Recommend Favorite

Optimal portfolios in commodity futures markets

By Benth Fred Lempa Jukka

Finance and Stochastics, Vol. 18, Iss. 2, 2014-04 ,pp. : 407-430

Springer Publishing Company

Access to resources Recommend Favorite

Dynamic futures hedging in currency markets

By Chakraborty Atreya Barkoulas John T.

The European Journal of Finance, Vol. 5, Iss. 4, 1999-12 ,pp. : 299-314

Routledge Ltd

Access to resources Recommend Favorite

Price Discovery, Causality and Forecasting in the Freight Futures Market

By Kavussanos Manolis G. Nomikos Nikos K.

Review of Derivatives Research, Vol. 6, Iss. 3, 2003-01 ,pp. : 203-230

Springer Publishing Company

Access to resources Recommend Favorite

The subprime crisis and stock index futures markets integration

By Karim Bakri Abdul Jais Mohamad Karim Samsul Ariffin Abdul

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 12, Iss. 5, 2011-11 ,pp. : 400-408

Emerald Group Publishing Ltd

Access to resources Recommend Favorite