When trading options is not the only option: The effects of single‐stock futures trading on options market quality-Reference-Cited by-同舟云学术

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When trading options is not the only option: The effects of single‐stock futures trading on options market quality

Published:2020-05-12 Issue:9 Volume:40 Page:1398-1419
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Jiang George J.¹^ORCID,Shimizu Yoshiki²,Strong Cuyler¹

Affiliation:

1. Department of Finance and Management Science, Carson College of BusinessWashington State University Pullman Washington

2. Department of Accounting and Finance, Labovitz School of Business and EconomicsUniversity of Minnesota Duluth Duluth Minnesota

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22126

Reference27 articles.

1. When stock futures dominate price discovery

2. Option prices and costly short-selling

3. Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets

4. Short-Selling Bans Around the World: Evidence from the 2007-09 Crisis

5. Are single stock futures used as an alternative during a short-selling ban?

Cited by 2 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. Back to the futures: When short selling is banned;Journal of Financial Markets;2022-11

2. Informed options trading around holidays;Journal of Futures Markets;2021-01-19

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