Graduate School of Industrial Administration, Carnegie Mellon University. We have benefited from the comments of Fischer Black, Robert Dammon, Michael Fishman, Steven Figlewski, Gerald Gay, Rick Green, Sanford Grossman, Kathleen Hagerty, Avraham Kamara, Bart Lipman, Francis Longstaff, Steven Manaster, Margaret Monroe, Robert Stambaugh, René Stulz, Avanidhar Subrahmanyam, Stan Zin, an anonymous referee, and seminar participants at Carnegie Mellon, Indiana, Ohio State, Wharton, and the 1991 WFA convention. We also gratefully acknowledge financial support from NSF grant SES-89–21390 (Kumar) and the BP America research chair for 1990–91 (Seppi) and from the 1991 CBOT WFA award.
Futures Manipulation with “Cash Settlement”
Version of Record online: 30 APR 2012
© 1992 the American Finance Association
The Journal of Finance
Volume 47, Issue 4, pages 1485–1502, September 1992
How to Cite
Kumar, P. and SEPPI, D. J. (1992), Futures Manipulation with “Cash Settlement”. The Journal of Finance, 47: 1485–1502. doi: 10.1111/j.1540-6261.1992.tb04666.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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