Robert E. Whaley* Duke University The paper, "Liquidity in the Australian SPI ...  Home/Search
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Abstract: g an "optimal" contract design. Largely, the reason is that we have little experience to draw upon. In practice, an exchange seldom tampers with a successful contract. When changes are made, it is usually a last-ditch effort to revive a contract that appears doomed. Without a period of active trading both before and ater the change in the contract, the economic consequences of respecification are almost impossible to evaluate. 2 The redenomination of the SPI futures by the SFE is an exception. ... (Update)
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BibTeX entry: (Update)
@misc{ duke-commentary,
author = "Robert Whaley Duke",
title = "Commentary",
url = "citeseer.ist.psu.edu/515911.html" }
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