The successful redenomination of a futures contract: The case of the Australian all ordinaries share price index futures contract-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

The successful redenomination of a futures contract: The case of the Australian all ordinaries share price index futures contract

Published:2001-01 Issue:1 Volume:9 Page:47-64
ISSN:0927-538X
Container-title:Pacific-Basin Finance Journal
language:en
Short-container-title:Pacific-Basin Finance Journal

Author:

Brown Christine A

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference38 articles.

1. Trading mechanisms and stock returns: An empirical investigation;Ahimud;Journal of Finance,1987

2. Tick size, spread, and volume;Ahn;Journal of Financial Intermediation,1996

3. A note on the design of commodity option contracts;Asay;Journal of Futures Markets,1982

4. Determinants of bid–ask spreads in the over-the-counter market;Benston;Journal of Financial Economics,1974

5. Futures trading activity and stock price volatility;Bessembinder;Journal of Finance,1992

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Changes in the options contract size and arbitrage opportunities;Journal of Futures Markets;2022-10-09

2. Why is water illiquid?: The NQH2O water index futures;Applied Economic Perspectives and Policy;2022-01-20

3. Toward generalization of futures contracts for raw materials: A probabilistic answer applied to metal markets;Resources Policy;2018-12

4. A Reverse Index Futures Split Effect on Liquidity and Market Dynamics;SSRN Electronic Journal;2017

5. Fifty years of finance research in the Asia Pacific Basin;Accounting & Finance;2014-05-07

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP