Information flow between derivatives and spot market : the reason of studies results divergence
Year of publication: |
2015
|
---|---|
Authors: | Aloulou, Abderrahmen ; Boujelbene, Younes |
Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 8.2015, 1, p. 20-33
|
Subject: | information flow | informed traders' preference | liquidity | transaction costs | leverage effect | confidence in anticipation | Theorie | Theory | Derivat | Derivative | Transaktionskosten | Transaction costs | Information | Informationsverbreitung | Information dissemination |
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