Peter Locke

Texas Christian University

Professor

Neeley School of Business

TCU Box 298530

Fort Worth, TX 76129

United States

SCHOLARLY PAPERS

9

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1,186

CITATIONS
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10

Scholarly Papers (9)

1.

House Money and Overconfidence on the Trading Floor

AFA 2002 Atlanta Meetings
Number of pages: 38 Posted: 27 Dec 2001
Steven C. Mann and Peter Locke
Texas Christian University - M.J. Neeley School of Business and Texas Christian University
Downloads 543 (48,875)
Citation 5

Abstract:

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2.

Interdealer Trading in Futures Markets

Number of pages: 38 Posted: 16 Apr 2001
Peter Locke and Pattarake Sarajoti
Texas Christian University and Sasin GIBA of Chulalongkorn University
Downloads 210 (142,395)
Citation 3

Abstract:

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Microstructure

Market Liquidity and Trader Welfare in Multiple Dealer Markets: Evidence from Dual Trading Restrictions

Number of pages: 55 Posted: 09 Nov 1998
Asani Sarkar, Peter Locke and Lifan Wu
Federal Reserve Bank of New York, Texas Christian University and California State University, Los Angeles - Department of Finance and Law
Downloads 190 (156,218)
Citation 2

Abstract:

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Market Liquidity and Trader Welfare in Multiple Dealer Markets: Evidence from Dual Trading Restrictions

Journal of Financial and Quantitative Analysis, March 1999
Posted: 09 Nov 1998
Asani Sarkar, Peter Locke and Lifan Wu
Federal Reserve Bank of New York, Texas Christian University and California State University, Los Angeles - Department of Finance and Law

Abstract:

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4.

Price Discovery in Futures and Options Markets

Journal of Futures Markets, Vol. 34, No. 9 853-867 (2014)
Number of pages: 32 Posted: 26 Mar 2012 Last Revised: 15 Dec 2016
Naomi E. Boyd and Peter Locke
West Virginia University and Texas Christian University
Downloads 153 (188,797)

Abstract:

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Price Discovery, Derivative Markets, Options, Futures, Transactions Costs

5.

Interdealer Inference and Price Discovery

Number of pages: 35 Posted: 22 Jun 2006
Peter Locke and Tzuman Huang
Texas Christian University and California State University Stanislaus
Downloads 90 (278,659)

Abstract:

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Market Maker, Dealer Interaction, Order Flow, Price Discovery

6.

Daily Income Target Effects: Evidence from a Large Sample of Professional Commodities Traders

Journal of Financial Markets, Vol. 12, pp. 814-831, 2009
Posted: 12 Oct 2009
Peter Locke and Steven C. Mann
Texas Christian University and Texas Christian University - M.J. Neeley School of Business

Abstract:

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Daily income targets, reference dependence, loss aversion

7.

Trade Duration: Information and Trade Disposition

Financial Review, Vol. 40, No. 1, February 2005
Posted: 09 Nov 2004
Peter Locke and Onayev Zhan
Texas Christian University and George Washington University

Abstract:

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Behavioral finance, microstructure, disposition effect

8.

S&P 500 Index Futures Volatility and Price Around the NYSE Close

JOURNAL OF BUSINESS Vol 68 No 1, January 1995
Posted: 22 Oct 2000
Eric C. Chang, Prem C. Jain and Peter Locke
University of Hong Kong - School of Business, Georgetown University - Department of Accounting and Business Law and Texas Christian University

Abstract:

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9.

Index Arbitrage and Nonlinear Dynamics between the S&P 500 Futures and Cash

REVIEW OF FINANCIAL STUDIES, Vol. 9 No. 1
Posted: 04 Aug 1998
Gerald P. Dwyer, Peter Locke and Wei Yu
Clemson University, Texas Christian University and Boston University - School of Medicine

Abstract:

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