Single stock futures as a substitute for short sales : evidence from microstructure data
Year of publication: |
2009
|
---|---|
Authors: | Danielsen, Bartley R. ; Van Ness, Robert A. ; Warr, Richard S. |
Published in: |
Journal of business finance & accounting : JBFA. - Hudson, NY : John Wiley & Sons Ltd, ISSN 0306-686X, ZDB-ID 192962-8. - Vol. 36.2009, 9/10, p. 1273-1293
|
Subject: | Futures | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading |
-
OTC microstructure in a period of stress : a multi‑layered network approach
Joseph, Andreas, (2019)
-
Financial markets performance : theory and empirical evidence
Marquardt, Dirk Steffen, (1998)
-
Arbitrage, the limit order book and market microstructure aspects in financial market models
Osterrieder, Jörg Robert, (2007)
- More ...
-
Auditor fees, market microstructure, and firm transparency
Danielsen, Bartley R., (2007)
-
REIT auditor fees and financial market transparency
Danielsen, Bartley R., (2009)
-
Danielsen, Bartley R., (2014)
- More ...