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Parallel computing strategies in the analysis of the inhibiting effect of price limits on futures prices

✍ Scribed by Narayanaswamy Balakrishnan; Jakadeesan Gopinatha; Dhrubajyoti Goswami; Latha Shanker

Book ID
112068987
Publisher
John Wiley and Sons
Year
2012
Tongue
English
Weight
269 KB
Volume
26
Category
Article
ISSN
1532-0626

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## Abstract In a futures market with a daily price‐limit rule, trading occurs only at prices within limits determined by the previous day's settlement price. Price limits are set in dollars but can be expressed as return limits. When the daily return limit is triggered, the true equilibrium futures