Open interest, cross listing, and information shocks.
Research output: Contribution to journal › Article › peer-review
Standard Standard
Open interest, cross listing, and information shocks. / Aguenaou, S.; ap Gwilym, O.M.; Rhodes, M.
In: Journal of Futures Markets, Vol. 31, No. 8, 05.11.2010, p. 755-778.
In: Journal of Futures Markets, Vol. 31, No. 8, 05.11.2010, p. 755-778.
Research output: Contribution to journal › Article › peer-review
HarvardHarvard
Aguenaou, S, ap Gwilym, OM & Rhodes, M 2010, 'Open interest, cross listing, and information shocks.', Journal of Futures Markets, vol. 31, no. 8, pp. 755-778. https://doi.org/10.1002/fut.20494
APA
Aguenaou, S., ap Gwilym, O. M., & Rhodes, M. (2010). Open interest, cross listing, and information shocks. Journal of Futures Markets, 31(8), 755-778. https://doi.org/10.1002/fut.20494
CBE
Aguenaou S, ap Gwilym OM, Rhodes M. 2010. Open interest, cross listing, and information shocks. Journal of Futures Markets. 31(8):755-778. https://doi.org/10.1002/fut.20494
MLA
Aguenaou, S., O.M. ap Gwilym and M. Rhodes. "Open interest, cross listing, and information shocks.". Journal of Futures Markets. 2010, 31(8). 755-778. https://doi.org/10.1002/fut.20494
VancouverVancouver
Aguenaou S, ap Gwilym OM, Rhodes M. Open interest, cross listing, and information shocks. Journal of Futures Markets. 2010 Nov 5;31(8):755-778. doi: 10.1002/fut.20494
Author
RIS
TY - JOUR
T1 - Open interest, cross listing, and information shocks.
AU - Aguenaou, S.
AU - ap Gwilym, O.M.
AU - Rhodes, M.
PY - 2010/11/5
Y1 - 2010/11/5
U2 - 10.1002/fut.20494
DO - 10.1002/fut.20494
M3 - Article
VL - 31
SP - 755
EP - 778
JO - Journal of Futures Markets
JF - Journal of Futures Markets
SN - 0270-7314
IS - 8
ER -