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Commonality in liquidity across options and stock futures markets (2019)
Journal Article
Benzennou, B., ap Gwilym, O., & Williams, G. (2020). Commonality in liquidity across options and stock futures markets. Finance Research Letters, 32, https://doi.org/10.1016/j.frl.2019.01.008

This study investigates the existence of common factors driving liquidity across different markets during a crisis period. The evidence suggests that liquidity across different European options and stock futures markets co-moves. This implies the exi... Read More about Commonality in liquidity across options and stock futures markets.

Are single stock futures used as an alternative during a short-selling ban? (2017)
Journal Article
Benzennou, B., ap Gwilym, O., & Williams, G. (2018). Are single stock futures used as an alternative during a short-selling ban?. Journal of Futures Markets, 38(1), 66-82. https://doi.org/10.1002/fut.21849

The response of the single stock futures (SSF) market to a short-selling ban is investigated. The hypothesis is that traders use SSF as a substitute instrument for short-selling. A significant increase in SSF trading activity is documented, accompani... Read More about Are single stock futures used as an alternative during a short-selling ban?.