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Market making with price limits

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  • Gregory J. Kuserk
  • Peter R. Locke

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  • Gregory J. Kuserk & Peter R. Locke, 1996. "Market making with price limits," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(6), pages 677-696, September.
    • Handle: RePEc:wly:jfutmk:v:16:y:1996:i:6:p:677-696
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    Cited by:

    1. Anthony D. Hall & Paul Kofman & Ron Guido, 1998. "Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits," Research Paper Series 3, Quantitative Finance Research Centre, University of Technology, Sydney.
    2. Xinyue He & Teresa Serra, 2022. "Are price limits cooling off agricultural futures markets?," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(5), pages 1724-1746, October.

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