Stock Option Listings:Information versus Liquidity Effects
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References listed on IDEAS
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- Jahangir Sultan, 2012. "Options on federal funds futures and interest rate volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(4), pages 330-359, April.
More about this item
Keywordsoption listings; liquidity effects; information effects; Swiss options exchange (SOFFEX/EUREX);
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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