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The Impact of Option Listing on the Trading Activity of Turkcell’s American Depository Receipt (ADR)

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  • Asli Ascioglu
  • Murat Aydogdu
  • Lynn Phillips Kugele
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    File URL: http://www.bujournal.boun.edu.tr/docs/137993249827_1_1.pdf
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    Article provided by Bogazici University, Department of Economics in its journal Bogazici Journal of Economics and Administrative Sciences.

    Volume (Year): 27 (2013)
    Issue (Month): 1 ()
    Pages: 1-18

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    Handle: RePEc:boz:journl:v:27:y:2013:i:1:p:1-18

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Joao Paulo Tome Calado & Maria Teresa Medeiros Garcia & Sergio Emanuel Tome Mendes Pereira, 2005. "An empirical analysis of the effects of options and futures listing on the underlying stock return volatility: the Portuguese case," Applied Financial Economics, Taylor & Francis Journals, vol. 15(13), pages 907-913.
    2. Raman Kumar & Atulya Sarin & Kuldeep Shastri, 1998. "The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis," Journal of Finance, American Finance Association, vol. 53(2), pages 717-732, 04.
    3. Dar-Hsin Chen & Po-Hsun Chang, 2008. "The impact of listing stock options on the underlying securities: the case of Taiwan," Applied Financial Economics, Taylor & Francis Journals, vol. 18(14), pages 1161-1172.
    4. Detemple, Jerome & Jorion, Philippe, 1990. "Option listing and stock returns : An empirical analysis," Journal of Banking & Finance, Elsevier, vol. 14(4), pages 781-801, October.
    5. Fedenia, Mark & Grammatikos, Theoharry, 1992. "Options Trading and the Bid-Ask Spread of the Underlying Stocks," The Journal of Business, University of Chicago Press, vol. 65(3), pages 335-51, July.
    6. Stucki, Thomas & Wasserfallen, Walter, 1994. "Stock and option markets: the Swiss evidence," Journal of Banking & Finance, Elsevier, vol. 18(5), pages 881-893, October.
    7. Danielsen, Bartley R. & Sorescu, Sorin M., 2001. "Why Do Option Introductions Depress Stock Prices? A Study of Diminishing Short Sale Constraints," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 36(04), pages 451-484, December.
    8. Anne-Marie Anderson & Edward A. Dyl, 2005. "Market Structure And Trading Volume," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 28(1), pages 115-131.
    9. Sorin M. Sorescu, 2000. "The Effect of Options on Stock Prices: 1973 to 1995," Journal of Finance, American Finance Association, vol. 55(1), pages 487-514, 02.
    10. Arditti, Fred D. & John, Kose, 1980. "Spanning the State Space with Options," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(01), pages 1-9, March.
    11. McInish, Thomas H & Wood, Robert A, 1992. " An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks," Journal of Finance, American Finance Association, vol. 47(2), pages 753-64, June.
    12. Sahlstrom, Petri, 2001. "Impact of stock option listings on return and risk characteristics in Finland," International Review of Financial Analysis, Elsevier, vol. 10(1), pages 19-36.
    13. Skinner, Douglas J., 1989. "Options markets and stock return volatility," Journal of Financial Economics, Elsevier, vol. 23(1), pages 61-78, June.
    14. John, Kose, 1981. "Efficient Funds in a Financial Market with Options: A New Irrelevance Proposition," Journal of Finance, American Finance Association, vol. 36(3), pages 685-95, June.
    15. Rao, Ramesh P & Tripathy, Niranjan & Dukes, William P, 1991. "Dealer Bid-Ask Spreads and Options Trading on Over-the-Counter Stocks," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(4), pages 317-25, Winter.
    16. Damodaran, Aswath & Lim, Joseph, 1991. "The effects of option listing on the underlying stocks' return processes," Journal of Banking & Finance, Elsevier, vol. 15(3), pages 647-664, June.
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