Browsing by Author "Hall, Allen"

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Browsing by Author "Hall, Allen"

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  • Hall, Allen; Kofman, Paul; Manaster, S (John Wiley & Sons Inc, 2006)
    This study investigates the information content of futures option prices when the underlying futures price is regulated and the futures option price is not. The New York Board of Trade (NYBOT) provides the empirical setting ...