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Option listing, returns and volatility: evidence from Greece

Published:2011-06-24 Issue:19 Volume:21 Page:1423-1435
ISSN:0960-3107
Container-title:Applied Financial Economics
language:en
Short-container-title:Applied Financial Economics

Author:

Filis George¹,Floros Christos¹²,Eeckels Bruno³

Affiliation:

1. a Department of Economics , Portsmouth Business School, University of Portsmouth , Richmond Building, Portland Street, Portsmouth PO1 3DE, UK

2. b Department of Finance and Insurance , TEI of Crete, Crete 72100, Greece

3. c Institute of Business and Law, Bournemouth University , Bournemouth, UK

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/09603107.2011.577005

Reference54 articles.

1. Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH

2. Futures trading, spot market volatility, and market efficiency: The case of the Korean index futures markets

3. An Empirical Reexamination of the Impact of CBOE Option Initiation on the Volatility and Trading Volume of the Underlying Equities: 1973-1986

4. Effects of index option introduction on stock index volatility: a procedure for empirical testing based on SSC-GARCH models

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market;International Review of Financial Analysis;2013-06

2. Was there an option-listing effect for the IRX options?;Applied Economics Letters;2013-03

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