Do Newly Listed Derivatives Affect the Market Risk Premium in a Thin Stock Market? (Q2709156)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Do Newly Listed Derivatives Affect the Market Risk Premium in a Thin Stock Market? |
scientific article |
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Do Newly Listed Derivatives Affect the Market Risk Premium in a Thin Stock Market? (English)
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14 June 2001
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futures
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non-redundancy
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options
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time-varying risk premium
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volatility
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0.7983023524284363
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0.6463978290557861
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