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Single stock futures: Listing selection and trading volume

Author

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  • Ang, James S.
  • Cheng, Yingmei

Abstract

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Suggested Citation

  • Ang, James S. & Cheng, Yingmei, 2005. "Single stock futures: Listing selection and trading volume," Finance Research Letters, Elsevier, vol. 2(1), pages 30-40, March.
    • Handle: RePEc:eee:finlet:v:2:y:2005:i:1:p:30-40
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    References listed on IDEAS

    as
    1. Hietala, Pekka & Jokivuolle, Esa & Koskinen, Yrjö, 2000. "Informed Trading, Short Sales Constraints, and Futures' Pricing," SSE/EFI Working Paper Series in Economics and Finance 366, Stockholm School of Economics.
    2. repec:zbw:bofrdp:2000_004 is not listed on IDEAS
    3. repec:bla:jfinan:v:59:y:2004:i:1:p:447-471 is not listed on IDEAS
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    Cited by:

    1. Vaneesha Boney & Christos Giannikos & Hany Guirguis, 2018. "Pricing Dynamics between Single Stock Futures and the Underlying Spot Security," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 17(2), pages 179-191, September.
    2. Chris Brooks & Ryan J. Davies & Sang Soo Kim, 2005. "Cross Hedging with Single Stock Futures," ICMA Centre Discussion Papers in Finance icma-dp2004-15, Henley Business School, University of Reading.
    3. Bouchra Benzennou & Owain ap Gwilym & Gwion Williams, 2018. "Are single stock futures used as an alternative during a short‐selling ban?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(1), pages 66-82, January.
    4. Edward Curran & Jack Hunt & Vito Mollica, 2021. "Single stock futures and their impact on market quality: Be careful what you wish for," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1677-1692, November.
    5. Bartley R. Danielsen & Robert A. Van Ness & Richard S. Warr, 2009. "Single Stock Futures as a Substitute for Short Sales: Evidence from Microstructure Data," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(9-10), pages 1273-1293.

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