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Do daily price limits act as magnets? The case of Treasury bond futures.
- Source :
- Journal of Financial Services Research; Aug97, Vol. 12 Issue 1, p5, 16p, 1 Diagram, 6 Charts
- Publication Year :
- 1997
-
Abstract
- Investigates the price behavior in the United States Treasury bond futures market. Effects of proximity to a price limit on the price behavior; Tendency of the price to reverse direction after the morning open; Examination of an alternative hypothesis on price behavior; Indications of price reversals.
- Subjects :
- BOND market
Subjects
Details
- Language :
- English
- ISSN :
- 09208550
- Volume :
- 12
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- Journal of Financial Services Research
- Publication Type :
- Academic Journal
- Accession number :
- 9712195117
- Full Text :
- https://doi.org/10.1023/A:1007955909944