David Samuel

Royal Bank of Scotland (RBS)

135 Bishopsgate

London, EC2M 3UR

United Kingdom

SCHOLARLY PAPERS

1

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1

Scholarly Papers (1)

1.

Modeling Stock Pinning

Number of pages: 12 Posted: 14 Jul 2006
Marc Jeannin, Giulia Iori and David Samuel
affiliation not provided to SSRN, City University London - Department of Economics and Royal Bank of Scotland (RBS)
Downloads 562 (106,084)
Citation 1

Abstract:

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derivatives, hedging, pinning, market microstructure