Kellogg Graduate School of Management, Northwestern University, and the College of Business, The Ohio State University, respectively. We are grateful for the comments and suggestions of Tom George, Larry Glosten, Kathleen Hagerty, Paul Laux, Steve Manaster, Robert McDonald, Rob Neal, Duane Seppi, Chester Spatt, Finance Workshop participants at the University of British Columbia, the University of Chicago, the University of Florida, the University of Illinois at Chicago, the University of Illinois at Urbana, the University of Michigan, The Ohio State University, and participants at the December 1989 Econometric Society meetings, the April 1990 NYSE/USC/UCLA Market Micro-Structure Conference, and the 1990 Western Finance Association meetings, and for the research assistance of John Wayman. We are particularly grateful for the comments of the referees and the editor René Stulz. The first author thanks the Merrill Lynch Research Professorship and the Banking Research Center at Northwestern University for financial support. All errors are our responsibility.
Dual Trading in Futures Markets
Article first published online: 30 APR 2012
1992 The American Finance Association
The Journal of Finance
Volume 47, Issue 2, pages 643–671, June 1992
How to Cite
FISHMAN, M. J. and LONGSTAFF, F. A. (1992), Dual Trading in Futures Markets. The Journal of Finance, 47: 643–671. doi: 10.1111/j.1540-6261.1992.tb04404.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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