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. (Mark Howard), 1949-. (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 (Unpublished)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 (Unpublished)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 (Unpublished)