Mixed manipulation strategies in commodity futures markets

Article Abstract:

Simultaneous move and sequential move models of market manipulation are presented to determine the impact of corners and squeezes on futures markets. The simultaneous move model assumes that market makers and traders select mixed manipulative strategies simultaneously to realize profit and create corners. Meanwhile, the sequential move model asserts that mixed strategies are influenced by assumptions on market makers information. The models also show that the frequency of occurrence of corners and squeezes are minimal and are dependent on flow variability and supply and demand.

Models, Manipulation (Securities)

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The emergence of a futures market: mungbeans on the China Zhengzhou Commodity Exchange

Article Abstract:

The China Zhengzhou Commodity Exchange (CZCE) mungbean futures market opposes the accepted record that futures trading, unorganized and organized, develops slowly, evidently to achieve specific marketing needs. Like the CZCE, all advance exchanges can actively develop new contracts and they need not depend on informal forward trading to lead into organized trading in futures. The CZCE has supported a wholesale market in Zhenzhou and it has established an information system for the dispersion of prices at other wholesale centers.

China, Securities

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A comprehensive examination of the compass rose pattern in futures markets

Article Abstract:

A comprehensive analysis of the existence of the compass rose pattern on 118 commodity futures contracts that are traded on 31 commodity futures exchanges located in 15 different countries reveals that the pattern is not universal. However, the pattern does appear prominently in some market sectors. This elusiveness, which is seen on the cash Standard and Poor's 500-Stock Price Index only on returns within a limit of 1%, suggests the need for further studies on the subject.

Commodity futures, Stock index futures

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