## Abstract This paper analyzes 31 months of data on 137 singleβstock futures (SSFs) traded on OneChicago. The results indicate that on the days they trade, SSFs contribute approximately 24% of the price discovery for underlying stocks. Information revelation in the SSFs market decreases with the r
β¦ LIBER β¦
On the revelation of private information in stock market economies
β Scribed by Marcus Berliant; Sankar De
- Book ID
- 108432544
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 115 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0304-4068
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