Work

Has the introduction of S&P 500 ETF options led to improvements in price discovery of SPDRs?

Year: 2011

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.20538

Authors: Wei‐Peng Chen, Huimin Chung

Institutions: Shih Hsin University, National Yang Ming Chiao Tung University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1900928209

FWCI: 4.144

Cites: 50

Cited by: 32

Related to: 10