The economics of commodity market manipulation: A survey
C Pirrong - Journal of Commodity Markets, 2017 - Elsevier
Manipulation has been a vexing subject in commodity futures markets from the mid-19th
century. The economics literature has identified several kinds of manipulation, including …
century. The economics literature has identified several kinds of manipulation, including …
[HTML][HTML] Reallocating the right to choose the delivery grade in futures markets
S Hegde, S Basu, SK Parameswaran - Theoretical Economics Letters, 2019 - scirp.org
We study the futures valuation and market manipulation implications of reallocating the right
to choose the delivery grade from the short to the long futures position and show that the …
to choose the delivery grade from the short to the long futures position and show that the …
Rules of the Game: Examining Market Manipulation, Gaming and Enforcement in California's Cap-and-Trade Program
In this paper, we assess the adequacy of the measures that have been proposed by the
California Air Resources Board (CARB) to limit risks of market manipulation and rules …
California Air Resources Board (CARB) to limit risks of market manipulation and rules …
History Is Repeating Itself: Get Ready for a Long Dry Spell
R Ben-Abdallah, M Breton - Financial Analysts Journal, 2017 - Taylor & Francis
The recent disappearance of a five-year maturity gap from the set of bonds deliverable to the
Chicago Board of Trade Treasury bond futures has resulted in a distinctive configuration …
Chicago Board of Trade Treasury bond futures has resulted in a distinctive configuration …
基于价格信息的期货市场交易操纵模型及其应用
蒋云鹤， 刘海龙 - 管理工程学报, 2016 - cqvip.com
在Kyle, Viswanathan [1] 研究基础上, 提出价格信息对交易的敏感程度是影响操纵的首要因素,
通过模型证明了操纵者收益是其所获得信息优势的单调增函数. 当价格信息对交易变得敏感时 …
通过模型证明了操纵者收益是其所获得信息优势的单调增函数. 当价格信息对交易变得敏感时 …