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Journal Article
Derivative markets and competitiveness
Napoli, Janet
(1992-07)
Economic Perspectives
, Volume 16
, Issue Jul
Report
The role of stock index derivative products in equity market volatility
Bhatt, Swati
(1987)
Research Paper
, Paper 8709
Report
Market liquidity and trader welfare in multiple dealer markets: evidence from dual trading restrictions
Locke, Peter; Sarkar, Asani; Wu, Lifan
(1997)
Dual trading is the practice whereby futures floor traders execute trades both for their own and customers' accounts on the same day. We provide evidence, in the context of restrictions on dual trading, that aggregate liquidity measures, such as the average bid-ask spread, may be misleading indicators of traders' welfare in markets with multiple, heterogeneously skilled dealers. In our theoretical model, hedgers and informed customers trade through futures floor traders of different skill levels: more skilled floor traders attract more hedgers to trade. We show that customers' welfare and ...
Research Paper
, Paper 9721
Working Paper
Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior
Moser, James T.; France, Virginia G.; Baer, Herbert L.
(1993)
Working Paper Series, Issues in Financial Regulation
, Paper 93-18
Conference Paper
The saga of the first stock index futures contract: benchmarks, models, and learning
Thomas, Sam
(2002)
Proceedings
Journal Article
Forecasting oil prices
Walsh, Carl E.
(1986)
FRBSF Economic Letter
Journal Article
Everyman's interest rate forecast
Gorham, Michael; Froewiss, Kenneth
(1978)
FRBSF Economic Letter
Working Paper
Portfolio insurance with stock index futures
Merrick, John J.
(1987)
Working Papers
, Paper 87-13
Journal Article
Will increased regulation of stock index futures reduce stock market volatility?
Roberts, Dan J.; Becketti, Sean
(1990-11)
Economic Review
, Volume 75
, Issue Nov
, Pages 33-46
Working Paper
A survey of exchange-traded basket instruments
Kupiec, Paul H.
(1989)
Finance and Economics Discussion Series
, Paper 62
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