THE EFFECTS OF REGULATIONS ON TRADING ACTIVITY AND RETURN VOLATILITY IN FUTURES MARKETS

被引：11

作者：

PLISKA, SR

SHALEN, CT

机构：

来源：

JOURNAL OF FUTURES MARKETS | 1991年 / 11卷 / 02期

关键词：

D O I：

10.1002/fut.3990110202

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：135 / 151

页数：17

共 25 条

[1] HEDGER DIVERSITY IN FUTURES MARKETS [J].

ANDERSON, RW ;

DANTHINE, JP .

ECONOMIC JOURNAL, 1983, 93 (370) :370-389

[2] MARGIN LEVELS AND BEHAVIOR OF FUTURES PRICES [J].

BEAR, RM .

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1972, 7 (04) :1907-1930

[3]

Brady N., 1988, REPORT PRESIDENTIAL

[4]

BREEDEN DT, 1985, CSFM115 COL U GRAD S

[5] A THEORY OF PRICE LIMITS IN FUTURES MARKETS [J].

BRENNAN, MJ .

JOURNAL OF FINANCIAL ECONOMICS, 1986, 16 (02) :213-233

[6]

DeGroot, 1970, OPTIMAL STAT DECISIO, V82

[7]

EDWARDS F, 1988, CSFM176 COL U GRAD S

[8] EXTREME PRICE MOVEMENTS AND MARGIN LEVELS IN FUTURES MARKETS [J].

EDWARDS, FR ;

NEFTCI, SN .

JOURNAL OF FUTURES MARKETS, 1988, 8 (06) :639-655

[9]

FIGLEWSKI S, 1986, J FUTURES MARKETS, V6, P385

[10] THE EFFECTS OF MARGINS ON TRADING IN FUTURES MARKETS [J].

FISHE, RPH ;

GOLDBERG, LG .

JOURNAL OF FUTURES MARKETS, 1986, 6 (02) :261-271

← 1 2 3 →