At the dated check, the references listed below either did not resolve in
Crossref or DataCite, or carried a retraction notice. Each one is shown with the
registry record that put it there.
The 56 checked references that resolve
resolves10.1093/rfs/12.1.131The Effect of Derivative Assets on Information Acquisition and Price Behavior in a Rational Expectations Equilibrium
resolves10.2307/2676220Why Do Option Introductions Depress Stock Prices? A Study of Diminishing Short Sale Constraints
resolves10.2307/2526876A General Equilibrium Analysis of Option and Stock Market Interactions
resolves10.1093/rfs/hhr093The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures
resolves10.1086/296550Stock Index Futures and Index Arbitrage in a Rational Expectations Model
resolves10.1016/j.jfineco.2012.02.001Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises
resolves10.1093/rfs/hhl020Transparency and Liquidity: A Controlled Experiment on Corporate Bonds
resolves10.1086/296433An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies
resolves10.2139/ssrn.2625975Is There a Dark Side to Exchange Traded Funds? An Information Perspective
resolves10.1086/386528The Flight‐to‐Liquidity Premium in U.S. Treasury Bond Prices
resolves10.1093/rfs/15.3.927Financial Innovation and Information: The Role of Derivatives When a Market for Information Exists
The 7 references without a DOI — listed, not checked
no DOI — not checkedref21
no DOI — not checkedref25
no DOI — not checkedref40
no DOI — not checkedA theory of trading in stock index futures
no DOI — not checkedref62
no DOI — not checkedref63
no DOI — not checkedControl bonds are removed from the sample in later months if they are subsequently included in an ETF, have a broad ratings change (AA to A), or their treatment match exits the sample. The second sample conducts the logit each of the months after inclusion using bond characteristics from month 0. Each treatment bond is matched to its nearest neighbor from the same issuer, without replacement. t-statistics with standard errors clustered by issuer and month are reported below the coefficients. * indicates significance at the 10% level, ** at the 5% level, and *** at the 1% level
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