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The Role of Liquidity in Futures Market Innovations
10 references·8 citing·30 second hop
The Role of Liquidity in Futures Market Innovations (1993)The Role of Liquidity in Futures Market I…The relationship between volume and price variability in futures markets (2000)The relationship between volu…Optimal Innovation of Futures Contracts (1989)Optimal Innovation of Futures…Success and failure of futures contracts : theory and empirical evidence (1986)Success and failure of future…Financial Innovation: The Last Twenty Years and the Next (1986)Financial Innovation: The Las…Why There Are Organized Futures Markets (1981)Why There Are Organized Futur…The relationship between volume and price variability in futures markets (1981)The relationship between volu…Innovation, competition, and new contract design in futures markets (1981)Innovation, competition, and …Futures trading and hedging (1978)Futures trading and hedgingFutures Trading and Hedging (1976)Futures Trading and HedgingEconomics of Futures Trading for Commercial and Personal Profit (1973)Economics of Futures Trading …The U.S.–China Trade War and the Volatility Linkages between Energy and Agricultural Commodities (2022)The U.S.–China Trade War and …Trading in Derivatives When the Underlying is Scarce (2012)Trading in Derivatives When t…The Ambiguity Premium vs. the Risk Premium under Limited Market Participation (2010)The Ambiguity Premium vs. the…Strategic Financial Innovation in Segmented Markets (2008)Strategic Financial Innovatio…Is Liquidity Self‐Fulfilling? (2004)Is Liquidity Self‐Fulfilling?Introducing new futures contracts: reinforcement versus cannibalism (2001)Introducing new futures contr…Optimal futures contract design (1995)Optimal futures contract desi…Chapter 22 Corporate financial structure, incentives and optimal contracting (1995)Chapter 22 Corporate financia…Capitalism, Socialism and Democracy. (1943)Industrial Market Structure and Economic Performance. (1971)Marketmaker Behavior in an Auction Market: An Analysis of Scalpers in Futures Markets (1984)Capitalism, Socialism and Democracy (1997)The Process of Financial Innovation (1983)Optimal Security Design (1988)An introduction to general equilibrium with incomplete asset markets (1990)Arbitrage, Short Sales, and Financial Innovation (1991)Effects of financial innovations on market volatility when beliefs are heterogeneous (1998)Value and Capital (1939)Expectations and the neutrality of money (1972)The pricing of commodity contracts (1976)A selected review of agricultural commodity futures and options markets (2004)Trading Volume and Market Volatility: Developed versus Emerging Stock Markets (2007)Intraday volatility interaction between the crude oil and equity markets (2015)Lead‐lag relationships between trading volume and price variability: New evidence (1986)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Requiem for a Market: An Analysis of the Rise and Fall of a Financial Futures Contract (1989)Facts and Fantasies about Commodity Futures (2004)Facts and Fantasies about Commodity Futures Ten Years Later (2015)Asymmetric effect of basis on dynamic futures hedging: Empirical evidence from commodity markets (2007)The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing? (2010)The Division of Markets is Limited by the Extent of Liquidity (Spatial Competition With Externalities) (1988)Market Structure, Marketing Method, and Price Instability (1991)Nobel Laureate: Ronald Coase and Methodology (1993)A Functional Perspective of Financial Intermediation (1995)Wages and Human Capital in the U.S. Finance Industry: 1909–2006* (2012)Financial innovation: The bright and the dark sides (2016)Hedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports (2004)The Impact of Index and Swap Funds on Commodity Futures Markets (2010)
this work references cited by second hop

References

  • 1986Financial Innovation: The Last Twenty Years and the Next519 cited
  • 1978Futures trading and hedging238 cited
  • 1981Why There Are Organized Futures Markets172 cited
  • 1981Innovation, competition, and new contract design in futures markets161 cited
  • 1976Futures Trading and Hedging152 cited
  • 2000The relationship between volume and price variability in futures markets143 cited
  • 1981The relationship between volume and price variability in futures markets139 cited
  • 1989Optimal Innovation of Futures Contracts128 cited
  • 1986Success and failure of futures contracts : theory and empirical evidence124 cited
  • 1973Economics of Futures Trading for Commercial and Personal Profit124 cited

Cited by

  • 2022The U.S.–China Trade War and the Volatility Linkages between Energy and Agricultural Commodities77 cited
  • 2010The Ambiguity Premium vs. the Risk Premium under Limited Market Participation58 cited
  • 2004Is Liquidity Self‐Fulfilling?55 cited
  • 1995Optimal futures contract design49 cited
  • 2001Introducing new futures contracts: reinforcement versus cannibalism41 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2008Strategic Financial Innovation in Segmented Markets40 cited
  • 2012Trading in Derivatives When the Underlying is Scarce39 cited
  • 1995Chapter 22 Corporate financial structure, incentives and optimal contracting23 cited