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| 005 | 20240426090518.0 | ||
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| 022 | _a13504851 | ||
| 040 |
_aMSU _cMSU _erda _bEnglish |
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| 050 | 0 | 0 | _aHB1.A666 APP |
| 100 | 1 |
_aBenrud E. _eauthor |
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| 245 | 1 | 0 |
_aWas there an option-listing effect for the IRX options? _ccreated by E. Benrud |
| 264 | 1 |
_aNew York: _bTaylor & Francis, _c2013 |
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| 336 |
_2rdacontent _atext _btxt |
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| 337 |
_2rdamedia _aunmediated _bn |
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| 338 |
_2rdacarrier _avolume _bnc |
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| 440 |
_aApplied economics letters _vVolume 20, number 5 |
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| 520 | 3 | _aProperties 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 |
_aOption listing effect _vInterest rate options _xIRX |
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| 856 | _uhttps://doi.org/10.1080/13504851.2012.714060 | ||
| 942 |
_2lcc _cJA |
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| 999 |
_c162954 _d162954 |
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