Nothing Special   »   [go: up one dir, main page]
create a website
A Discrete Choice Approach to Measuring Competition in Equity Option Markets. (2003). Danis, Michelle A.
In: FHFA Staff Working Papers.
RePEc:hfa:wpaper:03-05.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 18

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Does the fourth entrant make any difference?: Entry and competition in the early U.S. broadband market. (2011). Orazem, Peter ; Xiao, MO.
    In: International Journal of Industrial Organization.
    RePEc:eee:indorg:v:29:y:2011:i:5:p:547-561.

    Full description at Econpapers || Download paper

  2. Do Entry Conditions Vary over Time? Entry and Competition in the Broadband Market: 1999-2003. (2006). Orazem, Peter ; Xiao, MO.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:12500.

    Full description at Econpapers || Download paper

  3. Measurement of the Bid-Ask Spread in Equity Option Markets. (2004). Danis, Michelle A.
    In: FHFA Staff Working Papers.
    RePEc:hfa:wpaper:04-02.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. (2000), Competitive Impact Statement. United States of America v. American Stock Exchange, Chicago Board Options Exchange, Inc., Pacific Exchange, Inc., and Philadelphia Stock Exchange, Inc.
    Paper not yet in RePEc: Add citation now
  2. (2000), Complaint for Equitable Relief for Violation of 15 U.S.C. 1. United States of America v. American Stock Exchange, Chicago Board Options Exchange, Inc., Pacific Exchange, Inc., and Philadelphia Stock Exchange, Inc.
    Paper not yet in RePEc: Add citation now

  3. Amemiya, Takeshi (1974), “Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal,” Econometrica, 42(6), 999-1012.

  4. Asplund, Marcus and Richard Sandin (1999), “The Number of Firms and Production Capacity in Relation to Market Size,” The Journal of Industrial Economics, 47(1), 69-85.

  5. Berry, Steven T. (1992), “Estimation of a Model of Entry in the Airline Industry,” Econometrica, 60(4), 889-917.

  6. Bjorn, Paul A. and Quang H. Vuong (1984), “Simultaneous Equations Models for Dummy Endogenous Variables: A Game Theoretic Formulation with an Application to Labor Force Participation,” California Institute of Technology Working Paper.
    Paper not yet in RePEc: Add citation now
  7. Danis, Michelle A. (1997), “The Effects of Multiple Listing on Bid-Ask Spreads for Equity Options,” Master’s Thesis, Department of Economics, Virginia Tech.
    Paper not yet in RePEc: Add citation now

  8. Heckman, James (1978), “Dummy Endogenous Variables in a Simultaneous Equation System,” Econometrica, 46, 931-59.

  9. Janssen, Maarten and Eric Rasmusen (2001), “Bertrand Competition Under Uncertainty,” mimeo.

  10. Janssen, Maarten and Eric Rasmusen (2002), “Bertrand Competition Under Uncertainty,” Journal of Industrial Economics, 50(1), 11-21.

  11. Kooreman, Peter (1994), “Estimation of Econometric Models of Some Discrete Games,” Journal of Applied Econometrics, 9, 255-268.

  12. Mayhew, Stewart (2001), “Competition, Market Structure and Bid-Ask Spreads in Stock Option Markets” mimeo.
    Paper not yet in RePEc: Add citation now

  13. Mayhew, Stewart and Vassil Mihov (2000), “Another Look at Option Listing Effects,” mimeo.

  14. Mazzeo, Michael J. (2000), “Product Choice and Oligopoly Market Structure,” The Center for the Study of Industrial Organization at Northwestern University Working Paper.
    Paper not yet in RePEc: Add citation now
  15. Sears, Steven M. (1999), “Regulators Step Up Options Inquiry, Focusing on SingleExchange Listings,” The Wall Street Journal, February 2, B9D.
    Paper not yet in RePEc: Add citation now
  16. Toivanen, Otto and Michael Waterson (1999), “Market Structure and Entry: Where’s the Beef,” mimeo. United States of America v. American Stock Exchange, Chicago Board Options Exchange, Inc., Pacific Exchange, Inc., and Philadelphia Stock Exchange, Inc.
    Paper not yet in RePEc: Add citation now

  17. Toivanen, Otto and Michael Waterson (2000), “Empirical Research on Discrete Choice Game Theory Models of Entry: An Illustration,” European Economic Review, 44, 985-992.

  18. Wang, Elizabeth Xiao-Ru (1999), “Competition among Exchanges: Does Multiple Listing Affect Trading Costs on Options Markets?”, University of Chicago Working Paper.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. OLS and IV estimation of regression models including endogenous interaction terms. (2014). Harrison, Teresa ; Bun, Maurice ; Maurice J. G. Bun, .
    In: UvA-Econometrics Working Papers.
    RePEc:ame:wpaper:1402.

    Full description at Econpapers || Download paper

  2. GMM Estimation and Uniform Subvector Inference with Possible Identification Failure. (2013). Cheng, Xu ; Andrews, Donald ; Donald W. K. Andrews, .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1828r.

    Full description at Econpapers || Download paper

  3. Economic policies for healthier food intake: the impact on different household categories. (2011). Thunstrom, Linda ; Nordström, Jonas ; Nordstrom, Jonas.
    In: The European Journal of Health Economics.
    RePEc:spr:eujhec:v:12:y:2011:i:2:p:127-140.

    Full description at Econpapers || Download paper

  4. The Interdependence of R&D Activity and Debt Financing of Young Firms. (2011). Ullrich, Katrin ; Kohn, Karsten ; Fryges, Helmut.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp6217.

    Full description at Econpapers || Download paper

  5. Hail Insurance and Pesticide use in French agriculture: an empirical analysis of multiple risks management. (2011). Hardelin, Julien ; CHAKIR, RAJA.
    In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland.
    RePEc:ags:eaae11:114312.

    Full description at Econpapers || Download paper

  6. Pesticides Uses in Crop Production: What Can We Learn from French Farmers Practices?. (2011). Lemarié, Stéphane ; Fadhuile, Adélaïde ; Lemarie, Stephane ; Pirotte, Alain.
    In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania.
    RePEc:ags:aaea11:103654.

    Full description at Econpapers || Download paper

  7. Is charity a homogeneous good?. (2010). Backus, Peter.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:951.

    Full description at Econpapers || Download paper

  8. Crop-Livestock Interactions in Smallholders’ Market Participation: Evidence from Crop-Livestock Mixed Systems in Ethiopia. (2010). Jaleta, Moti ; Gebremedhin, Berhanu.
    In: 2010 AAAE Third Conference/AEASA 48th Conference, September 19-23, 2010, Cape Town, South Africa.
    RePEc:ags:aaae10:96168.

    Full description at Econpapers || Download paper

  9. Estimating SUR Tobit Model while errors are gaussian scale mixtures: with an application to high frequency financial data. (2009). Qian, Hang.
    In: MPRA Paper.
    RePEc:pra:mprapa:31509.

    Full description at Econpapers || Download paper

  10. Margins of Multinational Labor Substitution. (2009). Muendler, Marc-Andreas ; Becker, Sascha.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14776.

    Full description at Econpapers || Download paper

  11. The Demand for Vices in Malaysia: An Ethnic Comparison Using Household Expenditure Data. (2009). Nayga, Rodolfo.
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:37:y:2009:i:4:p:367-382.

    Full description at Econpapers || Download paper

  12. Service Offshoring and White-Collar Employment. (2009). Crino, Rosario.
    In: UFAE and IAE Working Papers.
    RePEc:aub:autbar:775.09.

    Full description at Econpapers || Download paper

  13. The Impact of Adoption of Genetically Modified Corn on the Off-Farm Labor Supply in the United States. (2009). Mishra, Ashok ; Gillespie, Jeffrey ; Chintawar, Sachin .
    In: 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia.
    RePEc:ags:saeana:46832.

    Full description at Econpapers || Download paper

  14. Kuhn-Tucker Estimation of Recreation Demand – A Study of Temporal Stability. (2009). Kling, Catherine ; Herriges, Joseph ; Bhattacharjee, Subhra.
    In: 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin.
    RePEc:ags:aaea09:49408.

    Full description at Econpapers || Download paper

  15. Bayesian estimation of the infrequency of purchase model with an application to food demand in the UK. (2008). Tiffin, Richard ; Arnoult, M.
    In: MPRA Paper.
    RePEc:pra:mprapa:18836.

    Full description at Econpapers || Download paper

  16. Interdependent Durations Third Version. (2008). de Paula, Aureo ; Bo E. Honore, .
    In: PIER Working Paper Archive.
    RePEc:pen:papers:09-039.

    Full description at Econpapers || Download paper

  17. Bayesian Estimation of a Censored AIDS Model for Whole Grain Products. (2008). Jensen, Helen ; Ishdorj, Ariun.
    In: 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida.
    RePEc:ags:aaea08:6075.

    Full description at Econpapers || Download paper

  18. The Impact of Tax Reforms Designed to Encourage a Healthier Grain Consumption. (2007). Thunstrom, Linda ; Nordström, Jonas ; Nordstrom, Jonas.
    In: Umeå Economic Studies.
    RePEc:hhs:umnees:0717.

    Full description at Econpapers || Download paper

  19. Does Consumer Knowledge Affect Meat Consumption in the US?. (2007). Lin, Biing-Hwan ; Yen, Steven ; Davis, Christopher .
    In: 2007 Annual Meeting, February 4-7, 2007, Mobile, Alabama.
    RePEc:ags:saeasm:34905.

    Full description at Econpapers || Download paper

  20. Does migration reshape expenditures in rural households? Evidence from Mexico. (2006). Taylor, J. Edward ; Mora, Jorge .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3842.

    Full description at Econpapers || Download paper

  21. The Demand for Organic, Integrated-Agriculture, and Conventional Fresh Vegetables: A Censored Inverse Almost Ideal Demand System. (2006). Tzouvelekas, Vangelis ; Genius, Margarita ; Fourmouzi, Vasiliki .
    In: Working Papers.
    RePEc:crt:wpaper:0618.

    Full description at Econpapers || Download paper

  22. Migration and Income Diversification Evidence from Burkina Faso. (2006). Wouterse, Fleur ; Taylor, J. Edward.
    In: 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia.
    RePEc:ags:iaae06:25379.

    Full description at Econpapers || Download paper

  23. Binge Drinking and Labor Market Success: A Longitudinal Study on Young People. (2005). Keng, Shao-Hsun ; Huffman, Wallace.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:12299.

    Full description at Econpapers || Download paper

  24. Demand for Non-Alcoholic Beverages: Evidence From The ACNielsen Home Scan Panel. (2005). Capps, Oral ; Pofahl, Geoffrey M. ; Clauson, Annette.
    In: 2005 Annual meeting, July 24-27, Providence, RI.
    RePEc:ags:aaea05:19441.

    Full description at Econpapers || Download paper

  25. Household Welfare Cost of the Indonesian Macroeconomic Crisis. (2005). Jensen, Helen ; Fabiosa, Jacinto ; Yan, Dong.
    In: 2005 Annual meeting, July 24-27, Providence, RI.
    RePEc:ags:aaea05:19311.

    Full description at Econpapers || Download paper

  26. Demand for nonalcoholic beverages: The case of low-income households. (2004). Smallwood, David ; Lin, Biing-Hwan ; Andrews, Margaret ; Yen, Steven T..
    In: Agribusiness.
    RePEc:wly:agribz:v:20:y:2004:i:3:p:309-321.

    Full description at Econpapers || Download paper

  27. Accounting for differences in choice opportunities in analyses of energy expenditure. (2004). Halvorsen, Bente ; Nesbakken, Runa .
    In: Discussion Papers.
    RePEc:ssb:dispap:400.

    Full description at Econpapers || Download paper

  28. Tax Evasion and Social Interactions. (2004). Villeval, Marie Claire ; Lacroix, Guy ; Fortin, Bernard.
    In: Post-Print.
    RePEc:hal:journl:halshs-00175016.

    Full description at Econpapers || Download paper

  29. Saturation spaces for regularization methods in inverse problems. (2004). Vanhems, Anne ; Loubes, Jean-Michel.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:380.

    Full description at Econpapers || Download paper

  30. On Ranking and Selection from Independent Truncated Normal Distributions. (2003). Horrace, William.
    In: Econometrics.
    RePEc:wpa:wuwpem:0306009.

    Full description at Econpapers || Download paper

  31. Analyzing and Addressing Localized Degradation in the Commons. (2003). McPeak, John G..
    In: Land Economics.
    RePEc:uwp:landec:v:79:y:2003:i:4:p:515-536.

    Full description at Econpapers || Download paper

  32. The demand for housing in Spain: an endogenous switching regression analysis. (2003). Ojah, Kalu ; Manrique, Justo.
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:3:p:323-336.

    Full description at Econpapers || Download paper

  33. The Effects of Taxes and Socioeconomic Variables on Market Work and Home Production in Norway in the Years 1970 to 2000. (2003). Schwierz, Christoph.
    In: Memorandum.
    RePEc:hhs:osloec:2003_033.

    Full description at Econpapers || Download paper

  34. A Discrete Choice Approach to Measuring Competition in Equity Option Markets. (2003). Danis, Michelle A.
    In: FHFA Staff Working Papers.
    RePEc:hfa:wpaper:03-05.

    Full description at Econpapers || Download paper

  35. Usefulness of Incomplete Demand Model in Censored Demand System Estimation. (2003). Jensen, Helen ; Fabiosa, Jacinto .
    In: 2003 Annual meeting, July 27-30, Montreal, Canada.
    RePEc:ags:aaea03:21923.

    Full description at Econpapers || Download paper

  36. Export Performance and Innovation Activities in the Agrifood Industry: A Recursive Estimation Approach. (2002). Gracia, Azucena ; Ameur, Mehrez .
    In: 2002 International Congress, August 28-31, 2002, Zaragoza, Spain.
    RePEc:ags:eaae02:24943.

    Full description at Econpapers || Download paper

  37. MICROECONOMIC ADJUSTMENTS OF HOUSEHOLDS TO MACROECONOMIC SHOCKS: HOUSEHOLD LEVEL WELFARE IMPACTS OF THE INDONESIAN ECONOMIC CRISIS. (2002). Jensen, Helen ; Fabiosa, Jacinto .
    In: 2002 Annual meeting, July 28-31, Long Beach, CA.
    RePEc:ags:aaea02:19856.

    Full description at Econpapers || Download paper

  38. Modelling Consumer Demand and Household Labour Supply: Welfare Effects of Increasing Carbon Taxes. (2001). Nordström, Jonas ; Nordstrom, Jonas ; Brannlund, Runar.
    In: Umeå Economic Studies.
    RePEc:hhs:umnees:0571.

    Full description at Econpapers || Download paper

  39. Access to credit and its impact on welfare in Malawi:. (2001). Zeller, Manfred ; Diagne, Aliou.
    In: Research reports.
    RePEc:fpr:resrep:116.

    Full description at Econpapers || Download paper

  40. Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints. (2001). Pitt, Mark ; Lee, Lung-Fei ; Kao, Chihwa.
    In: CEMA Working Papers.
    RePEc:cuf:wpaper:50.

    Full description at Econpapers || Download paper

  41. Revenue Insurance and Chemical Input Use Rates. (2001). Mishra, Ashok ; Nimon, Wesley R..
    In: 2001 Annual meeting, August 5-8, Chicago, IL.
    RePEc:ags:aaea01:20669.

    Full description at Econpapers || Download paper

  42. Redlining, the Community Reinvestment Act, and Private Mortgage Insurance. (2000). Tootell, Geoffrey ; Ross, Stephen.
    In: Working papers.
    RePEc:uct:uconnp:2000-04.

    Full description at Econpapers || Download paper

  43. Estimation and Welfare Calculations in a Generalized Corner Solution Model with an Application to Recreation Demand. (2000). Phaneuf, Daniel ; Kling, Catherine ; Herriges, Joseph.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:1355.

    Full description at Econpapers || Download paper

  44. INCOME ELASTICITY OF RICE DEMAND IN JAPAN AND ITS IMPLICATIONS: CROSS-SECTIONAL DATA ANALYSIS. (2000). Taniguchi, Kiyoshi ; Chern, Wen S..
    In: 2000 Annual meeting, July 30-August 2, Tampa, FL.
    RePEc:ags:aaea00:21755.

    Full description at Econpapers || Download paper

  45. Politicians and firms in seven central and eastern European countries. (1998). Djankov, Simeon ; Claessens, Stijn.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1954.

    Full description at Econpapers || Download paper

  46. Do Interest Groups Compete?. (1998). Ando, Amy.
    In: Discussion Papers.
    RePEc:rff:dpaper:dp-98-14.

    Full description at Econpapers || Download paper

  47. ANALYSIS OF QUICK-SERVE, MID-SCALE, AND UP-SCALE FOOD AWAY FROM HOME EXPENDITURES. (1998). Saha, Atanu ; Byrne, Patrick J. ; Capps, Oral.
    In: International Food and Agribusiness Management Review.
    RePEc:ags:ifaamr:34312.

    Full description at Econpapers || Download paper

  48. Modèles d’équations simultanées pour variables endogènes fictives : une formulation par la théorie des jeux avec application à la participation au marché du travail. (1997). Bjorn, Paul A. ; Vuong, Quang H..
    In: L'Actualité Economique.
    RePEc:ris:actuec:v:73:y:1997:i:1:p:161-205.

    Full description at Econpapers || Download paper

  49. The Price-Wage Mechanism in Poland: An Endogenous Switching Model. (1997). Welfe, Aleksander ; Osiewalski, Jacek.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:30:y:1997:i:2:p:205-220.

    Full description at Econpapers || Download paper

  50. Testing for the Onset of Fertility Decline: An Illustration with the Case of Egypt. (1993). Zaky, Hassan ; Wong, Rebeca ; Sirageldin, Ismail .
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:32:y:1993:i:3:p:285-301.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-04 17:35:42 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.