An empirical analysis of the alleged manipulation attempt and forced liquidation of the July 1989 soybean futures contract

Barnhart, Scott W.; Kahl, Kandice H.; Barnhart, Cora

doi:10.1002/(sici)1096-9934(199610)16:7<781::aid-fut4>3.0.co;2-k

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Manipulation Speculation and Volatility1

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2006

2022

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Cited by 6 publications

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“…(cited by Mayhew, 2001). There is abundant literature on this topic which shows that profitable manipulation is possible, but only under some restrictive conditions (Kyle, 1984;Kumar andSeppi, 1992, Barnhart, Kahl andBarnhart, 1996;Pirrong, 2001). However, market depth is such today that this problem is less acute, except perhaps in the case of the least liquid markets or the most recent and sophisticated contracts.…”

Section: Manipulation Speculation and Volatilitymentioning

confidence: 99%