Physical settlement, liquidity, and price discovery in single stock futures; evidence from Panel Vector Error Correction Model

Finance research letters 2026

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Authors: Sangram Keshari Jena, Amine Lahiani

DOI: 10.1016/j.frl.2026.109603

Cited by: 0

References: 13

Fields of Study & Subjects

Financial Markets and Investment Strategies Market Dynamics and Volatility Financial Risk and Volatility Modeling

References 13