Journal of Derivatives & Hedge Funds is delighted to announce the publication of its first open access article: Detecting price artificiality and manipulation in futures markets: An application to Amaranth, by Atanu Saha and Hans-Jürgen Petersen. The authors propose a general method to test whether economic data support the claim of futures market manipulation, and illustrate their approach by applying it to the case of Amaranth Advisors LLC, which faced allegations of natural gas futures manipulation.
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