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Doubling: Nick Leeson's trading strategy

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  • Brown, Stephen J.
  • Steenbeek, Onno W.

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  • Brown, Stephen J. & Steenbeek, Onno W., 2001. "Doubling: Nick Leeson's trading strategy," Pacific-Basin Finance Journal, Elsevier, vol. 9(2), pages 83-99, April.
    • Handle: RePEc:eee:pacfin:v:9:y:2001:i:2:p:83-99
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    References listed on IDEAS

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    1. Takatoshi Ito & Wen-Ling Lin, 1996. "Race to the Center: Competition for the Nikkei 225 Futures Trade," IMF Working Papers 1996/117, International Monetary Fund.
    2. Moosa, Imad A. & Silvapulle, Param, 2000. "The price-volume relationship in the crude oil futures market Some results based on linear and nonlinear causality testing," International Review of Economics & Finance, Elsevier, vol. 9(1), pages 11-30, February.
    3. Kane, Edward J. & DeTrask, Kimberly, 1999. "Breakdown of accounting controls at Barings and Daiwa: Benefits of using opportunity-cost measures for trading activity," Pacific-Basin Finance Journal, Elsevier, vol. 7(3-4), pages 203-228, August.
    4. Harris, Milton & Raviv, Artur, 1993. "Differences of Opinion Make a Horse Race," The Review of Financial Studies, Society for Financial Studies, vol. 6(3), pages 473-506.
    5. Jonathan M. Karpoff, 1988. "Costly Short Sales And The Correlation Of Returns With Volume," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 11(3), pages 173-188, September.
    6. Tversky, Amos & Kahneman, Daniel, 1986. "Rational Choice and the Framing of Decisions," The Journal of Business, University of Chicago Press, vol. 59(4), pages 251-278, October.
    7. Ahmet E. Kocagil & Yochanan Shachmurove, 1998. "Return‐volume dynamics in futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 18(4), pages 399-426, June.
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    Cited by:

    1. Huayuan Dong & Paolo Guasoni & Eberhard Mayerhofer, 2023. "Rogue traders," Finance and Stochastics, Springer, vol. 27(3), pages 539-603, July.
    2. Häger, David & Andersen, Lasse B., 2010. "A knowledge based approach to loss severity assessment in financial institutions using Bayesian networks and loss determinants," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1635-1644, December.
    3. Martens, Martin & Steenbeek, Onno W., 2001. "Intraday trading halts in the Nikkei futures market," Pacific-Basin Finance Journal, Elsevier, vol. 9(5), pages 535-561, November.
    4. Hagen Rafeld & Sebastian G. Fritz-Morgenthal & Peter N. Posch, 2020. "Whale Watching on the Trading Floor: Unravelling Collusive Rogue Trading in Banks," Journal of Business Ethics, Springer, vol. 165(4), pages 633-657, September.
    5. Moulton, Pamela C., 2005. "You can't always get what you want: Trade-size clustering and quantity choice in liquidity," Journal of Financial Economics, Elsevier, vol. 78(1), pages 89-119, October.

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