Narrow search
Showing 1 - 6 of 6
Cover Image
Revisiting the empirical estimation of the effect of margin changes on futures trading volume
Dutt, Hans R.; Wein, Ira L. - In: The journal of futures markets 23 (2002) 6, pp. 561-576
Persistent link: https://www.econbiz.de/10001769709
Cover Image
On the adequacy of single-stock futures margining requirements
Dutt, Hans R.; Wein, Ira L. - In: The journal of futures markets 23 (2003) 10, pp. 989-1002
Persistent link: https://www.econbiz.de/10001789602
Cover Image
Excessive Margin Requirements and Intermarket Derivative Exchange Competition: A Study of the Effect of Risk Management on Market Microstructure
Dutt, Hans R. - 2008
The S&P 500 Index futures contract is traded on the Chicago Mercantile Exchange that isregulated by the Commodity Futures Trading Commission. The S&P 500 Index optionscontract is traded on the Chicago Board of Options Exchange that is regulated by theSecurities and Exchange Commission. The...
Persistent link: https://www.econbiz.de/10009458923
Cover Image
Crop year influences and variability ot the agricultural futures spreads
Dutt, Hans R. (contributor) - In: The journal of futures markets 17 (1997) 3, pp. 341-367
Persistent link: https://www.econbiz.de/10001221308
Cover Image
Position limits for cash-settled derivative contracts
Dutt, Hans R.; Harris, Lawrence E. - In: The journal of futures markets 25 (2005) 10, pp. 945-965
Persistent link: https://www.econbiz.de/10003185585