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Financial Innovations and Market Volatility.
0 references·15 citing·55 second hop
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  • 1998Effects of financial innovations on market volatility when beliefs are heterogeneous191 cited
  • 1995The Self-Regulation of Commodity Exchanges: The Case of Market Manipulation103 cited
  • 2007Market Distress and Vanishing Liquidity: Anatomy and Policy Options88 cited
  • 2010A Brief Postwar History of U.S. Consumer Finance74 cited
  • 2000Should Speculators Be Taxed?64 cited
  • 1990Program Trading and Individual Stock Returns: Ingredients of the Triple-Witching Brew61 cited
  • 1998Nonlinearities and Nonstationarities in Stock Returns55 cited
  • 2003The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse47 cited
  • 2014An Analysis of the Costs, Benefits, and Implications of Different Approaches to Capturing the Value of Renewable Energy Tax Incentives46 cited
  • 1992Arbitrage, Nontrading, and Stale Prices: October 198744 cited
  • 2007Dealer Liquidity in an Auction Market: Evidence from the London Stock Exchange36 cited
  • 2002Self-Regulation and Securities Markets35 cited
  • 2000Merton Miller and Modern Finance34 cited
  • 2012Large Bets and Stock Market Crashes32 cited

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1997
Mispricing in Stock Index Futures: A Re‐Examination Using the SPI
30 cited