Was there an option-listing effect for the IRX options? (Record no. 162954)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01252nam a22002417a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | ZW-GwMSU |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240426090518.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 230720b |||||||| |||| 00| 0 eng d |
| 022 ## - INTERNATIONAL STANDARD SERIAL NUMBER | |
| International Standard Serial Number | 13504851 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | MSU |
| Transcribing agency | MSU |
| Description conventions | rda |
| Language of cataloging | English |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HB1.A666 APP |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Benrud E. |
| Relator term | author |
| 245 10 - TITLE STATEMENT | |
| Title | Was there an option-listing effect for the IRX options? |
| Statement of responsibility, etc. | created by E. Benrud |
| 264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | New York: |
| Name of producer, publisher, distributor, manufacturer | Taylor & Francis, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2013 |
| 336 ## - CONTENT TYPE | |
| Source | rdacontent |
| Content type term | text |
| Content type code | txt |
| 337 ## - MEDIA TYPE | |
| Source | rdamedia |
| Media type term | unmediated |
| Media type code | n |
| 338 ## - CARRIER TYPE | |
| Source | rdacarrier |
| Carrier type term | volume |
| Carrier type code | nc |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Applied economics letters |
| Volume/sequential designation | Volume 20, number 5 |
| 520 3# - SUMMARY, ETC. | |
| Summary, etc. | Properties of the 3-month Treasury bill rate changed on and around the listing date of the IRX options for which the Treasury bill rate is the underlying. The level of return declined, the volatility declined and dummy variables for the day of listing and the 2 days after are negative and significant in an econometric model. The changes are consistent with the option-listing effect observed with the listing of options on stocks and American Depositary Receipts (ADRs). |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Option listing effect |
| Form subdivision | Interest rate options |
| General subdivision | IRX |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://doi.org/10.1080/13504851.2012.714060 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Serial Enumeration / chronology | Total Checkouts | Full call number | Date last seen | Copy number | Price effective from | Koha item type | Public note |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Library of Congress Classification | Main Library | Main Library | - Special Collections | 15/01/2014 | Vol. 20, no. 5 (pages 485-488) | HB1.A666 APP | 20/07/2023 | SP17976 | 20/07/2023 | Journal Article | For In House Use Only |