The effects of newly listed derivatives in a thin stock market

DOI10.1007/BF01487307zbMATH Open1274.91403MaRDI QIDQ375360FDOQ375360

Authors: Martin Bruand, Rajna Gibson-Asner 

Publication date: 30 October 2013

Published in: Review of Derivatives Research (Search for Journal in Brave)

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zbMATH Keywords

optionsvolatilityfuturesnon-redundancyprice dominance

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• The pricing of options and corporate liabilities
• Options and Efficiency
• A General Equilibrium Analysis of Option and Stock Market Interactions

Cited In (2)

• The impacts of warrants issuance on the price and trading volumes of the underlying stock: the call warrants case of Taiwan stock exchange
• Do Newly Listed Derivatives Affect the Market Risk Premium in a Thin Stock Market?

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