Matches in SemOpenAlex for { <https://semopenalex.org/work/W3003093770> ?p ?o ?g. }
Showing items 1 to 69 of
69
with 100 items per page.
- W3003093770 abstract "This paper looks at the impact of derivatives regulation on liquidity and mispricing of US derivatives markets. In particular, we test the hypothesis that Dodd Frank derivative provisions may improve the efficiency of the exchange traded markets due to an increase of arbitrage by traders on the exchange traded markets, as opposed to the OTC markets. The alternative hypothesis is that Dodd-Frank adversely affects the OTC markets relative to the exchange traded markets, as trading in both the former and the latter may be confounded due to additional “noise.” To test these hypotheses, we examine the impact of key Dodd Frank events on market activity for financial derivatives (futures and option contracts on US T bonds, Eurodollar futures and options, and SP some improvement in pricing efficiency is also shown for nearby Eurodollar futures contracts. These results are consistent with an increase of arbitrage by traders on the exchange traded markets, as opposed to the OTC markets, in contrast to the “noise” model." @default.
- W3003093770 created "2020-01-30" @default.
- W3003093770 creator A5043824297 @default.
- W3003093770 creator A5049121740 @default.
- W3003093770 creator A5073959695 @default.
- W3003093770 date "2012-01-01" @default.
- W3003093770 modified "2023-09-23" @default.
- W3003093770 title "The Impact of Derivatives Regulations on the Liquidity and Pricing Efficiency of Exchange Traded Derivatives" @default.
- W3003093770 doi "https://doi.org/10.2139/ssrn.2147287" @default.
- W3003093770 hasPublicationYear "2012" @default.
- W3003093770 type Work @default.
- W3003093770 sameAs 3003093770 @default.
- W3003093770 citedByCount "1" @default.
- W3003093770 countsByYear W30030937702022 @default.
- W3003093770 crossrefType "journal-article" @default.
- W3003093770 hasAuthorship W3003093770A5043824297 @default.
- W3003093770 hasAuthorship W3003093770A5049121740 @default.
- W3003093770 hasAuthorship W3003093770A5073959695 @default.
- W3003093770 hasConcept C10138342 @default.
- W3003093770 hasConcept C106159729 @default.
- W3003093770 hasConcept C106306483 @default.
- W3003093770 hasConcept C111771559 @default.
- W3003093770 hasConcept C144133560 @default.
- W3003093770 hasConcept C160623529 @default.
- W3003093770 hasConcept C162324750 @default.
- W3003093770 hasConcept C183582576 @default.
- W3003093770 hasConcept C19244329 @default.
- W3003093770 hasConcept C2778108091 @default.
- W3003093770 hasConcept C556758197 @default.
- W3003093770 hasConcept C95727064 @default.
- W3003093770 hasConceptScore W3003093770C10138342 @default.
- W3003093770 hasConceptScore W3003093770C106159729 @default.
- W3003093770 hasConceptScore W3003093770C106306483 @default.
- W3003093770 hasConceptScore W3003093770C111771559 @default.
- W3003093770 hasConceptScore W3003093770C144133560 @default.
- W3003093770 hasConceptScore W3003093770C160623529 @default.
- W3003093770 hasConceptScore W3003093770C162324750 @default.
- W3003093770 hasConceptScore W3003093770C183582576 @default.
- W3003093770 hasConceptScore W3003093770C19244329 @default.
- W3003093770 hasConceptScore W3003093770C2778108091 @default.
- W3003093770 hasConceptScore W3003093770C556758197 @default.
- W3003093770 hasConceptScore W3003093770C95727064 @default.
- W3003093770 hasLocation W30030937701 @default.
- W3003093770 hasOpenAccess W3003093770 @default.
- W3003093770 hasPrimaryLocation W30030937701 @default.
- W3003093770 hasRelatedWork W1515015423 @default.
- W3003093770 hasRelatedWork W1565771593 @default.
- W3003093770 hasRelatedWork W1966169543 @default.
- W3003093770 hasRelatedWork W1982952983 @default.
- W3003093770 hasRelatedWork W2005165309 @default.
- W3003093770 hasRelatedWork W2024286931 @default.
- W3003093770 hasRelatedWork W2036099455 @default.
- W3003093770 hasRelatedWork W2060657439 @default.
- W3003093770 hasRelatedWork W2074646024 @default.
- W3003093770 hasRelatedWork W2075689342 @default.
- W3003093770 hasRelatedWork W2076391973 @default.
- W3003093770 hasRelatedWork W2113615856 @default.
- W3003093770 hasRelatedWork W2141407116 @default.
- W3003093770 hasRelatedWork W2186289124 @default.
- W3003093770 hasRelatedWork W2491670925 @default.
- W3003093770 hasRelatedWork W2737469289 @default.
- W3003093770 hasRelatedWork W3081138645 @default.
- W3003093770 hasRelatedWork W3122404269 @default.
- W3003093770 hasRelatedWork W3123185503 @default.
- W3003093770 hasRelatedWork W562851165 @default.
- W3003093770 isParatext "false" @default.
- W3003093770 isRetracted "false" @default.
- W3003093770 magId "3003093770" @default.
- W3003093770 workType "article" @default.