Migration of price discovery in semiregulated derivatives markets

Publisher:
John Wiley & Sons Inc
Publication Type:
Journal Article
Citation:
Journal Of Futures Markets, 2006, 26 (3), pp. 209 - 241
Issue Date:
2006-01
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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 for this regulatory mismatch.
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