Journal Article

Hobson, David (David G.) and Neuberger, Anthony. (2012) Robust bounds for forward start options. Mathematical Finance, Vol.22 (No.1). pp. 31-56. ISSN 0960-1627

Kozhan, Roman and Salmon, Mark H.. (2012) The information content of a limit order book : the case of an FX market. Journal of Financial Markets , Vol.15 (No.1). pp. 1-28. ISSN 1386-4181

Working or Discussion Paper

Fotak, Veljko , Raman, Vikas and Yadav, Pradeep K. (2012) Fails-to-deliver, short selling, and market quality. Working Paper. Coventry, UK: University of Warwick. WBS Working Paper . (Unpublished)

Kim, Gi Hyun, Li, Haitao and Zhang, Weina (2012) The economic impact of credit default swap on credit markets. Working Paper. University of Warwick, Coventry, UK: Working paper . (Unpublished)

Subrahmanyam, Marti G., Tang, Dragon Yongjun and Wang, Sarah Qian (2012) “Does the tail wag the dog? The effect of credit default swaps on credit risk”. Working Paper. Coventry, UK: University of Warwick, WBS. WBS Working Paper . (Unpublished)