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

• 31 July 2005
• journal article
• Published by Elsevier in Journal of Financial Economics
• Vol. 77  (1) , 171-218
• https://doi.org/10.1016/j.jfineco.2004.10.004

Abstract

Keywords

• G10
• G20
• G24
• PRICE MANIPULATION
• FUTURES MARKETS
• SQUEEZE

All Related Versions

• Version 1, 2004-01-01, RePEc (Unconfirmed version)