Listing of put options: Is there any volatility effect?
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Bibliographic InfoArticle provided by Elsevier in its journal Review of Financial Economics.
Volume (Year): 6 (1997)
Issue (Month): 1 ()
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Web page: http://www.elsevier.com/locate/inca/620170
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- Kim, Wi Saeng & Young, Colin M, 1991. "The Effect of Traded Option Introduction on Shareholder Wealth," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 14(2), pages 141-53, Summer.
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- Hiremath, Gourishankar S, 2009. "Effects of Option Introduction on Price and Volatility of Underlying Assets - A Review," MPRA Paper 46512, University Library of Munich, Germany.
- Mazouz, Khelifa, 2004. "The effect of CBOE option listing on the volatility of NYSE traded stocks: a time-varying variance approach," Journal of Empirical Finance, Elsevier, vol. 11(5), pages 695-708, December.
- Michael Clark & Gerard Gannon & Russell Vinning, 2007. "The Impact of Warrant Introduction Australian Experience," Accounting, Finance, Financial Planning and Insurance Series 2007_11, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
- 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.
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