The effect of CBOE option listing on the volatility of NYSE traded stocks: a time-varying variance approach
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- Hernandez-Trillo, Fausto, 1999. "Financial derivatives introduction and stock return volatility in an emerging market without clearinghouse: The Mexican experience," Journal of Empirical Finance, Elsevier, vol. 6(2), pages 153-176, April.
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- Benoit Mandelbrot, 1963. "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, vol. 36, pages 394.
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