Do Newly Listed Derivatives Affect the Market Risk Premium in a Thin Stock Market?

ISSN： 1382-6662

Source： European Finance Review, Vol.4, Iss.2, 2000-01, pp. : 97-127

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Extreme Risk and Value-at-Risk in the German Stock Market

By Tolikas Konstantinos Koulakiotis Athanasios Brown Richard A.

The European Journal of Finance, Vol. 13, Iss. 4, 2007-06 ,pp. : 373-395

Routledge Ltd

Access to resources Recommend Favorite

Do fundamental indexes produce higher risk-adjusted returns than market cap indexes? Evidence for European stock markets

By Stotz Olaf

Finanzmarkt und Portfolio Management, Vol. 24, Iss. 3, 2010-09 ,pp. : 219-243

Springer Publishing Company

Access to resources Recommend Favorite

Time-varying risk in the German stock market

By Scheicher Martin

The European Journal of Finance, Vol. 6, Iss. 1, 2000-03 ,pp. : 70-91

Routledge Ltd

Access to resources Recommend Favorite

Do emerging market firms follow different dividend policies?: Empirical investigation on the pre- and post-reform dividend policy and behaviour of Dhaka Stock Exchange listed firms

By Mollah Sabur

Studies in Economics and Finance, Vol. 28, Iss. 2, 2011-06 ,pp. : 118-135

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Does herding affect volatility? Implications for the Spanish stock market

By Blasco Natividad Corredor Pilar Ferreruela Sandra

Quantitative Finance, Vol. 12, Iss. 2, 2012-02 ,pp. : 311-327

Routledge Ltd

Access to resources Recommend Favorite