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Impact of foreign ownership restrictions on stock return distributions: evidence from an option market

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  • Nikkinen, Jussi

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  • Nikkinen, Jussi, 2003. "Impact of foreign ownership restrictions on stock return distributions: evidence from an option market," Journal of Multinational Financial Management, Elsevier, vol. 13(2), pages 141-159, April.
    • Handle: RePEc:eee:mulfin:v:13:y:2003:i:2:p:141-159
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    9. Su, Dongwei, 1999. "Ownership Restrictions and Stock Prices: Evidence from Chinese Markets," The Financial Review, Eastern Finance Association, vol. 34(2), pages 37-56, May.
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    17. Bailey, Warren & Chung, Y. Peter & Kang, Jun-koo, 1999. "Foreign Ownership Restrictions and Equity Price Premiums: What Drives the Demand for Cross-Border Investments?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 34(4), pages 489-511, December.
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    21. French, Dan W., 1984. "The weekend effect on the distribution of stock prices : Implications for option pricing," Journal of Financial Economics, Elsevier, vol. 13(4), pages 547-559, December.
    22. Damodaran, Aswath, 1985. "Economic Events, Information Structure, and the Return-Generating Process," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 20(4), pages 423-434, December.
    23. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
    24. Kodjovi G. Assoe, 1998. "Regime-Switching in Emerging Stock Market Returns," Multinational Finance Journal, Multinational Finance Journal, vol. 2(2), pages 101-132, June.
    25. Stulz, Rene M & Wasserfallen, Walter, 1995. "Foreign Equity Investment Restrictions, Capital Flight, and Shareholder Wealth Maximization: Theory and Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 8(4), pages 1019-1057.
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    Cited by:

    1. Schlögl, Erik, 2013. "Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 611-632.

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