Determinants of Trading Activity on the Single-Stock Futures Market: Evidence from the Eurex Exchange (2012)

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Type of Content
Journal ArticlePublisher
Pageant Media USISSN
1074-12402168-8524
Language
enCollections
Citation
Bialkowski J, Jakubowski J (2012). Determinants of Trading Activity on the Single-Stock Futures Market: Evidence from the Eurex Exchange. Journal of Derivatives. 19(3). 29-47.This citation is automatically generated and may be unreliable. Use as a guide only.
ANZSRC Fields of Research
35 - Commerce, management, tourism and services::3502 - Banking, finance and investment::350208 - Investment and risk management35 - Commerce, management, tourism and services::3502 - Banking, finance and investment::350203 - Financial econometrics
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Showing items related by title, author, creator and subject.
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Determinants of Trading Activity on Single Stock Futures Market-Evidences from Eurex Exchange
Bialkowski, J.; Jakubowski, J. (Social Science Research NetworkUniversity of Canterbury. Department of Economics and Finance, 2010)This paper investigates to what extent underlying specific properties together with contract design determine level of trading activity on the Eurex derivative exchange. The study looks beyond systematic reasons extensively ... -
Determinants of Trading Activity on Single Stock Futures Market-Evidences from Eurex Exchange
Bialkowski, J.; Jakubowski, J. (University of Canterbury. Department of Economics and Finance, 2010)This paper investigates to what extent underlying specific properties together with contract design determine level of trading activity on Eurex derivative exchange. Therefore the study looks beyond systematic reasons ... -
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