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Position limits for cash-settled derivative contracts

Published:2005 Issue:10 Volume:25 Page:945-965
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J. Fut. Mark.

Author:

Dutt Hans R.,Harris Lawrence E.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference9 articles.

1. Cash settlement when the underlying securities are thinly traded: A case study

2. Cash settlement of futures contracts: An economic analysis

3. Option Position and Exercise Limits

4. The economics of futures and options contracts based on cash settlement

Cited by 17 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The impact of position limits on options trading;Finance Research Letters;2024-03

2. The Impact of Position Limits on the Relationship between Option Trading and Stock Performance: Evidence from the Spy Pilot Program;2023

3. Competition and manipulation in derivative contract markets;Journal of Financial Economics;2022-05

4. HEDGING OF AMERICAN OPTIONS IN ILLIQUID MARKETS WITH PRICE IMPACTS;International Journal of Theoretical and Applied Finance;2022-01-20

5. Trading protocols and price discovery: Implicit transaction costs in Indian single stock futures;Journal of Futures Markets;2020-06-19

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