Title:

Market Power and Feedback Effects from Hedging Derivatives

Authors:

João Amaro de Matos (U Nova)
João Sobral do Rosário (U Libre de Bruxelles)

Journal:

International Journal Of Theoretical And Applied Finance

Year:

2002

Volume:

5

Pages:

845-875

JEL code:

G13 - Contingent Pricing; Futures Pricing