The effectiveness of position limits: Evidence from the foreign exchange futures markets

Author:

Chang Ya-Kai,Chen Yu-Lun,Chou Robin K.,Gau Yin-Feng

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference48 articles.

1. CFTC examines position limits;Acworth;Magazine of the Futures Industry,2009

2. Price discovery and common factor models;Baillie;Journal of Financial Markets,2002

3. The relationship between futures trading activity and exchange rate volatility, revisited;Bhargava;Journal of Multinational Financial Management,2007

4. Bank of International Settlements (BIS), 2010. Triennial Central Bank Survey: Report on Global Foreign Exchange Market Activity in 2010. Bank of International Settlements, Basle.

5. Do futures lead price discovery in electronic foreign exchange markets?;Cabrera;Journal of Futures Markets,2009

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