Strategic trading behavior and price distortion in a manipulated market: anatomy of a squeeze$

John J. Merrick Jra; Narayan Y. Naikb; Pradeep K. Yadavc; Pete Kyle; Kjell Nyborg; Stephen Craig Pirrong; Ilya Strebulaev; Avanidhar Subrahmanyam

text

oai:CiteSeerX.psu:10.1.1.492.7590

Strategic trading behavior and price distortion in a manipulated market: anatomy of a squeeze$

Authors: John J. Merrick Jra
Narayan Y. Naikb
Pradeep K. Yadavc
Pete Kyle
Kjell Nyborg
Stephen Craig Pirrong
Ilya Strebulaev
Avanidhar Subrahmanyam
Publication date: 1 January 2005
Publisher
Doi

Abstract

deliverables that span futures contract maturity dates, and that exchanges mark-to-market ARTICLE IN PRESS www.elsevier.com/locate/econbas

text

Similar works

Full text

CiteSeerX

oai:CiteSeerX.psu:10.1.1.492.7...

Last time updated on 28/10/2017

This paper was published in CiteSeerX.

Having an issue?

Is data on this page outdated, violates copyrights or anything else? Report the problem now and we will take corresponding actions after reviewing your request.