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A Parimutuel Market Microstructure for Contingent Claims
16 references·0 citing·39 second hop
A Parimutuel Market Microstructure for Contingent Claims (2005)A Parimutuel Market Microstructure for Co…Efficiency of Racetrack Betting Markets (2008)Efficiency of Racetrack Betti…Market Making, Prices, and Quantity Limits (2000)Market Making, Prices, and Qu…Limit Order Trading (1996)Limit Order TradingMarket microstructure theory (1995)Market microstructure theoryElectronic Call Market Trading (1995)Electronic Call Market TradingDynamic Asset Pricing Theory. (1993)Dynamic Asset Pricing Theory.The market game: existence and structure of equilibrium (1992)The market game: existence an…An Examination of Market Efficiency in British Racetrack Betting (1990)An Examination of Market Effi…Theory of Financial Decision Making. (1988)Theory of Financial Decision …Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Prices of State-Contingent Claims Implicit in Option Prices (1978)Prices of State-Contingent Cl…Trade Using One Commodity as a Means of Payment (1977)Trade Using One Commodity as …The Role of Securities in the Optimal Allocation of Risk-bearing (1973)The Role of Securities in the…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…The Role of Securities in the Optimal Allocation of Risk-bearing (1964)The Role of Securities in the…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options (1996)Post-'87 crash fears in the S&P 500 futures option market (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Theory of games and economic behavior (2019)Foundations of Economic Analysis. (1948)General competitive analysis (1971)The optimal bankruptcy rule in a trading economy using fiat money (1977)The new financial order: risk in the 21st century (2003)Large Robust Games (2004)Existence of an equilibrium for a competitive economy (2008)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)Theory of Value (1959)Implied Binomial Trees (1994)Implied Volatility Functions: Empirical Tests (1998)Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)Theory of rational option pricing (2005)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)A Theory of the Term Structure of Interest Rates (1985)Prospect theory: An analysis of decision under risk (1988)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Introductory Econometrics for Finance (2008)Market microstructure: A survey (2000)A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)Realized Variance and Market Microstructure Noise (2006)Noise Trader Risk in Financial Markets (1990)An Intertemporal Capital Asset Pricing Model (1973)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Market Insurance, Self-Insurance, and Self-Protection (1992)Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices (1998)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1993Dynamic Asset Pricing Theory.2,891 cited
  • 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
  • 1988Theory of Financial Decision Making.1,867 cited
  • 1995Market microstructure theory1,305 cited
  • 1973The Role of Securities in the Optimal Allocation of Risk-bearing1,179 cited
  • 1964The Role of Securities in the Optimal Allocation of Risk-bearing1,172 cited
  • 1977Trade Using One Commodity as a Means of Payment593 cited
  • 1996Limit Order Trading400 cited
  • 1995Electronic Call Market Trading149 cited
  • 1992The market game: existence and structure of equilibrium106 cited
  • 2008Efficiency of Racetrack Betting Markets92 cited
  • 1990An Examination of Market Efficiency in British Racetrack Betting75 cited
  • 2000Market Making, Prices, and Quantity Limits58 cited

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