Why derivatives on derivatives? The case of spread futures
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- Detemple, Jerome & Jorion, Philippe, 1990. "Option listing and stock returns : An empirical analysis," Journal of Banking & Finance, Elsevier, vol. 14(4), pages 781-801, October.
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- Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1999.
"Do Call Prices and the Underlying Stock Always Move in the Same Direction?,"
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- Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 2000. "Do Call Prices and the Underlying Stock Always Move in the Same Direction?," Review of Financial Studies, Society for Financial Studies, vol. 13(3), pages 549-84.
- Sandor, Richard L, 1973. "Innovation by an Exchange: A Case Study of the Development of the Plywood Futures Contract," Journal of Law and Economics, University of Chicago Press, vol. 16(1), pages 119-36, April.
- Subrahmanyam, Avanidhar, 1991. "A Theory of Trading in Stock Index Futures," Review of Financial Studies, Society for Financial Studies, vol. 4(1), pages 17-51.
- Duffie Darrell & Rahi Rohit, 1995. "Financial Market Innovation and Security Design: An Introduction," Journal of Economic Theory, Elsevier, vol. 65(1), pages 1-42, February.
- Longstaff, Francis A, 1995. "Option Pricing and the Martingale Restriction," Review of Financial Studies, Society for Financial Studies, vol. 8(4), pages 1091-1124.
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