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Dual trading and futures market liquidity: An analysis of three chicago board of trade contract markets

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  • Michael J. Walsh
  • Stephen J. Dinehart

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  • Michael J. Walsh & Stephen J. Dinehart, 1991. "Dual trading and futures market liquidity: An analysis of three chicago board of trade contract markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 11(5), pages 519-537, October.
    • Handle: RePEc:wly:jfutmk:v:11:y:1991:i:5:p:519-537
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    Cited by:

    1. Locke, Peter R. & Sarkar, Asani & Wu, Lifan, 1999. "Market Liquidity and Trader Welfare in Multiple Dealer Markets: Evidence from Dual Trading Restrictions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 34(1), pages 57-88, March.
    2. Hun Y. Park & Asani Sarkar & Lifan Wu, 1998. "Do Brokers Misallocate Customer Trades? Evidence From Futures Markets," Finance 9801002, University Library of Munich, Germany.
    3. Chakravarty, Sugato & Li, Kai, 2003. "A Bayesian analysis of dual trader informativeness in futures markets," Journal of Empirical Finance, Elsevier, vol. 10(3), pages 355-371, May.
    4. Peter Locke & Asani Sarkar & Lifan Wu, 1996. "Did the good guys lose?: heterogeneous traders and regulatory restrictions on dual trading," Research Paper 9611, Federal Reserve Bank of New York.

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