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

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2013.02.033 ◽

2013 ◽

Vol 37 (11) ◽

pp. 4501-4509 ◽

Author(s):

Ya-Kai Chang ◽

Yu-Lun Chen ◽

Robin K. Chou ◽

Yin-Feng Gau

Keyword(s):

Foreign Exchange ◽

Futures Markets ◽

Foreign Exchange Futures

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The efficiency of foreign exchange futures markets in turbulent and non-turbulent periods

Journal of Futures Markets ◽

10.1002/fut.3990070303 ◽

1987 ◽

Vol 7 (3) ◽

pp. 245-267 ◽

Author(s):

Debra Glassman

Keyword(s):

Foreign Exchange ◽

Futures Markets ◽

Foreign Exchange Futures

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The Nonlinear Impact of Hedgers and Speculators on Price Discovery in the Foreign Exchange Futures Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1913765 ◽

2011 ◽

Author(s):

Yakai Chang ◽

Yu-Lun Chen ◽

Robin K. Chou

Keyword(s):

Foreign Exchange ◽

Futures Markets ◽

Price Discovery ◽

Foreign Exchange Futures

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Concentrated trading in the foreign exchange futures markets: Discretionary liquidity trading or market closure?

Journal of Futures Markets ◽

10.1002/(sici)1096-9934(199805)18:3<343::aid-fut7>3.0.co;2-8 ◽

1998 ◽

Vol 18 (3) ◽

pp. 343-362 ◽

Author(s):

Michael F. Ferguson ◽

Steven C. Mann ◽

Leonard J. Schneck

Keyword(s):

Foreign Exchange ◽

Futures Markets ◽

Liquidity Trading ◽

Foreign Exchange Futures

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Liquidity and the Evolution of Price Discovery on Floor versus Screen-Based Trading Systems: An Analysis of the Foreign Exchange Futures Markets

SSRN Electronic Journal ◽

10.2139/ssrn.754946 ◽

2005 ◽

Author(s):

Aysegul Ates ◽

George H. K. Wang

Keyword(s):

Foreign Exchange ◽

Futures Markets ◽

Price Discovery ◽

Trading Systems ◽

Foreign Exchange Futures

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Tests of Unbiasedness in the Foreign Exchange Futures Markets: An Examination of Price Limits and Conditional Heteroscedasticity

The Journal of Business ◽

10.1086/296612 ◽

1993 ◽

Vol 66 (3) ◽

pp. 463 ◽

Author(s):

Laura E. Kodres

Keyword(s):

Foreign Exchange ◽

Futures Markets ◽

Price Limits ◽

Conditional Heteroscedasticity ◽

Foreign Exchange Futures

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Price volatility and margin requirements in foreign exchange futures markets

Journal of International Money and Finance ◽

10.1016/0261-5606(92)90028-v ◽

1992 ◽

Vol 11 (4) ◽

pp. 328-339 ◽

Author(s):

Lawrence G. Goldberg ◽

George A. Hachey

Keyword(s):

Foreign Exchange ◽

Futures Markets ◽

Price Volatility ◽

Margin Requirements ◽

Foreign Exchange Futures

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Foreign exchange futures volatility: Day-of-the-week, intraday, and maturity patterns in the presence of macroeconomic announcements

Journal of Futures Markets ◽

10.1002/(sici)1096-9934(199909)19:6<665::aid-fut3>3.0.co;2-n ◽

1999 ◽

Vol 19 (6) ◽

pp. 665-693 ◽

Author(s):

Li-Ming Han ◽

John L. Kling ◽

Clifford W. Sell

Keyword(s):

Foreign Exchange ◽

Macroeconomic Announcements ◽

Day Of The Week ◽

Foreign Exchange Futures

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Foreign Exchange Futures, Forwards, and Swaps

Handbook of Exchange Rates ◽

10.1002/9781118445785.ch23 ◽

2012 ◽

pp. 623-645 ◽

Author(s):

Naohiko Baba ◽

Yuji Sakurai ◽

Frank Packer

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Futures

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Foreign Exchange Futures

Foreign Exchange ◽

10.1002/9781119201601.ch7 ◽

2015 ◽

pp. 129-138

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Futures

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Selectively hedging the US dollar with foreign exchange futures contracts

Journal of International Financial Markets Institutions and Money ◽

10.1016/s1042-4431(03)00045-3 ◽

2004 ◽

Vol 14 (1) ◽

pp. 75-86 ◽

Author(s):

Marc W Simpson

Keyword(s):

Foreign Exchange ◽

Futures Contracts ◽

The Us ◽

Us Dollar ◽

Foreign Exchange Futures

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