Data for this research were sourced from SIRCA (www.sirca.org.au). We are grateful to Ken Chapman of the ASX, Tamas Szabo of IG Markets, Cesario Mateus, and Gonul Colak for valuable comments on an earlier draft, to seminar participants at Strathclyde University, Melbourne University, and University of Canterbury, and participants at the FMA European Conference (Turin, June 2009), the Infiniti Conference (Dublin, June 2009), and Finsia-MCFS Banking and Finance Conference (September 2009). We are also grateful for valuable comments from Yiuman Tse (the discussant at the 20th Annual Asia Pacific Futures Symposium) and other participants at the symposium. (This work was completed while Brown was at the University of Melbourne.) We are responsible for any remaining errors.
Exchange traded contracts for difference: Design, pricing, and effects†
Article first published online: 13 JUL 2010
© 2010 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 30, Issue 12, pages 1108–1149, December 2010
How to Cite
Brown, C., Dark, J. and Davis, K. (2010), Exchange traded contracts for difference: Design, pricing, and effects. J. Fut. Mark., 30: 1108–1149. doi: 10.1002/fut.20475
- Issue published online: 13 JUL 2010
- Article first published online: 13 JUL 2010
- Manuscript Received: MAY 2010
- Manuscript Accepted: MAY 2010
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