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Do Newly Listed Derivatives Affect the Market Risk Premium in a Thin Stock Market? - MaRDI portal

Do Newly Listed Derivatives Affect the Market Risk Premium in a Thin Stock Market?

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Publication:2709156

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DOI10.1023/A:1009804325194zbMath0977.91023OpenAlexW3125442158MaRDI QIDQ2709156

Rajna Gibson, Nicolas Clerc

Publication date: 14 June 2001

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009804325194

zbMATH Keywords

options futures volatility non-redundancy time-varying risk premium

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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