Concepedia

Position limit for the CSI 300 stock index futures market

Lijian Wei, Wei Zhang, Xiong Xiong, Lei Shi

Economic Systems · 2015 · 11 citations · 12 references

DOI

Concepts

References

12

Continuous Auctions and Insider Trading

Albert S. Kyle · Econometrica · 1985 · 10K citations

, , +12

Asset Pricing Under Endogenous Expectations in an Artificial Stock Market

W. Brian Arthur, John H. Holland, Blake LeBaron et al. · SSRN Electronic Journal · 1997 · 820 citations · Full text

, , +17

Informed traders and limit order markets

Ronald L. Goettler, Christine A. Parlour, Uday Rajan · Journal of Financial Economics · 2009 · 305 citations

, , +9

The impact of heterogeneous trading rules on the limit order book and order flows

Carl Chiarella, Giulia Iori, Josep Perelló · Journal of Economic Dynamics and Control · 2008 · 244 citations · Full text

, , +16

Futures Manipulation with “Cash Settlement”

Praveen Kumar, Duane J. Seppi · The Journal of Finance · 1992 · 222 citations

, , +17