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Competition without fungibility: Evidence from alternative market structures for derivatives

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  • Bartram, Sohnke M.
  • Fehle, Frank

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File URL: http://www.sciencedirect.com/science/article/B6VCY-4KGPPDK-3/2/f6310c85da946eb1abac983e60ce326e
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Bibliographic Info

Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 31 (2007)
Issue (Month): 3 (March)
Pages: 659-677

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Handle: RePEc:eee:jbfina:v:31:y:2007:i:3:p:659-677

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Web page: http://www.elsevier.com/locate/jbf

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References

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  1. Chan, Howard Wei-Hong & Pinder, Sean M., 2000. "The value of liquidity: Evidence from the derivatives market," Pacific-Basin Finance Journal, Elsevier, vol. 8(3-4), pages 483-503, July.
  2. Patrick De Fontnouvelle & Raymond P. H. Fishe & Jeffrey H. Harris, 2003. "The Behavior of Bid-Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999," Journal of Finance, American Finance Association, vol. 58(6), pages 2437-2464, December.
  3. Horst, J.R. ter & Veld, C.H., 2002. "Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options," Discussion Paper 2002-95, Tilburg University, Center for Economic Research.
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Cited by:
  1. Daniel Dorn, 2010. "Investors with too many options?," Working Paper Series 1197, European Central Bank.

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