A note on the impact of options on stock return volatility
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference14 articles.
1. An empirical reexamination of the impact of CBOE option initiation on the volatility and trading volume of the underlying equities: 1973–1986;Bansal;Financial Review,1989
2. Fact and fantasy in the use of options;Black;Financial Analysts Journal,1975
3. Why option prices lag stock prices: A trading-based explanation;Chan;Journal of Finance,1993
4. The price effect of option introduction;Conrad;Journal of Finance,1989
5. The effects of option listing on the underlying stocks' return processes;Damadoran;Journal of Banking and Finance,1991
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