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• W2070275992 startingPage "1039" @default.
• W2070275992 abstract "In line with the transactions cost theory, this article shows that the futures market with its higher liquidity and lower transactions costs, leads the options market in the price discovery process. Liquidity and transaction costs are also shown to play a key role in market sensitivity to information, since the futures market s response to shocks is quicker, which means that it receives higher volatility spillovers than does the options market." @default.
• W2070275992 created "2016-06-24" @default.
• W2070275992 creator A5022727485 @default.
• W2070275992 creator A5050420234 @default.
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• W2070275992 date "2009-06-23" @default.
• W2070275992 modified "2023-10-18" @default.
• W2070275992 title "Information spillovers between derivative markets with differences in transaction costs and liquidity" @default.
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• W2070275992 doi "https://doi.org/10.1080/13504850701335277" @default.
• W2070275992 hasPublicationYear "2009" @default.
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