Browsing 15 Commerce, Management, Tourism and Services by Author "Manaster, S."

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  • Browsing 15 Commerce, Management, Tourism and Services by Author

Browsing 15 Commerce, Management, Tourism and Services by Author "Manaster, S."

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  • Migration of price discovery in semiregulated derivatives markets 
    Kofman, P.; Manaster, S.; Hall, A. D (Lippincott Williams and Wilkins, 2001)
    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 NewYorkBoard of Trade (NYBOT)provides the empirical ...