The volatility effect of option listing: Some Canadian evidence
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- Conrad, Jennifer, 1989. " The Price Effect of Option Introduction," Journal of Finance, American Finance Association, vol. 44(2), pages 487-98, June.
- Mary M. Whiteside & William P. Dukes & Patrick M. Dunne, 1983. "Short Term Impact Of Option Trading On Underlying Securities," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(4), pages 313-321, December.
- 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.
- Skinner, Douglas J., 1989. "Options markets and stock return volatility," Journal of Financial Economics, Elsevier, vol. 23(1), pages 61-78, June.
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