The Determinants of Successful Financial Innovation: an Empirical Analysis of Futures Innovation on LIFFE
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References listed on IDEAS
- Rahi Rohit, 1995. "Optimal Incomplete Markets with Asymmetric Information," Journal of Economic Theory, Elsevier, vol. 65(1), pages 171-197, February.
- Francis Breedon, 1996. "Why do the LIFFE and DTB bund futures contracts trade at different prices?," Bank of England working papers 57, Bank of England.
- Bessembinder, Hendrik & Seguin, Paul J., 1993. "Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 28(01), pages 21-39, March.
- 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.
- Cuny, Charles J, 1993. "The Role of Liquidity in Futures Market Innovations," Review of Financial Studies, Society for Financial Studies, vol. 6(1), pages 57-78.
- John D. Finnerty, 1992. "An Overview Of Corporate Securities Innovation," Journal of Applied Corporate Finance, Morgan Stanley, vol. 4(4), pages 23-39.
- Miller, Merton H., 1986. "Financial Innovation: The Last Twenty Years and the Next," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 21(04), pages 459-471, December.
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- Roll, Richard, 1984. " A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market," Journal of Finance, American Finance Association, vol. 39(4), pages 1127-1139, September.
- Tashjian Elizabeth & Weissman Maayana, 1995. "Advantages to Competing with Yourself: Why an Exchange Might Design Futures Contracts with Correlated Payoffs," Journal of Financial Intermediation, Elsevier, vol. 4(2), pages 133-157, April.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- A. Bernales, 2014. "The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings," Working papers 495, Banque de France.
- repec:kap:apfinm:v:25:y:2018:i:2:d:10.1007_s10690-018-9239-4 is not listed on IDEAS
- Hung, Mao-Wei & Lin, Bing-Huei & Huang, Yu-Chuan & Chou, Jian-Hsin, 2011. "Determinants of futures contract success: Empirical examinations for the Asian futures markets," International Review of Economics & Finance, Elsevier, vol. 20(3), pages 452-458, June.
- Bernales, Alejandro, 2017. "The success of option listings," Journal of Empirical Finance, Elsevier, vol. 40(C), pages 139-161.
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