All Outputs (2)

The Impact of Universal Stock Futures on Feedback Trading and Volatility Dynamics (2008)
Journal Article
Chau, F., Holmes, P., & Paudyal, K. (2008). The Impact of Universal Stock Futures on Feedback Trading and Volatility Dynamics. Journal of Business Finance and Accounting, 35(1-2), 227-249. https://doi.org/10.1111/j.1468-5957.2007.02067.x

This paper investigates the impact of the introduction of Universal Stock Futures (USFs) on underlying market dynamics (volatility and the level of feedback trading). Analysis of USFs provides a number of advantages compared to investigation of index... Read More about The Impact of Universal Stock Futures on Feedback Trading and Volatility Dynamics.

Debt maturity structure and the 1997 Asian financial crisis (2007)
Preprint / Working Paper
Deesomsak, R., Paudyal, K., & Pescetto, G. (2007). Debt maturity structure and the 1997 Asian financial crisis

The paper investigates the effects of firm-specific and country-specific characteristics, and the 1997Asian financial crisis on the debt maturity structure of firms in the Asia Pacific region. Given that theeconomies of the sample countries were at d... Read More about Debt maturity structure and the 1997 Asian financial crisis.