An empirical analysis of the effects of options and futures listing on the underlying stock return volatility: the Portuguese case-Reference-Cited by-同舟云学术

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An empirical analysis of the effects of options and futures listing on the underlying stock return volatility: the Portuguese case

Published:2005-09 Issue:13 Volume:15 Page:907-913
ISSN:0960-3107
Container-title:Applied Financial Economics
language:en
Short-container-title:Applied Financial Economics

Author:

Tomé Calado João Paulo¹²,Medeiros Garcia * Maria Teresa¹²,Mendes Pereira Sérgio Emanuel Tomé¹²

Affiliation:

1. a School of Economics and Management , Technical University of Lisbon , Rua Miguel Lupi, 20, Gabinete 514, 1249-078 Lisboa, Portugal

2. b School of Economics and Management , Technical University of Lisbon , Rua Miguel Lupi, 20, Gabinete 514, 1249-078 Lisboa, Portugal E-mail:

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/09603100500120159

Reference23 articles.

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

2. Futures-Trading Activity and Stock Price Volatility

3. The Pricing of Options and Corporate Liabilities

Cited by 4 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. Option listing, returns and volatility: evidence from Greece;Applied Financial Economics;2011-06-24

2. The impact of listing stock options on the underlying securities: the case of Taiwan;Applied Financial Economics;2008-08

3. The impact of futures trading on volatility of the underlying asset in the Turkish stock market;Physica A: Statistical Mechanics and its Applications;2008-05

4. The effect of derivatives trading on volatility of the underlying asset: evidence from the Greek stock market;Applied Financial Economics;2007-01-15

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