Option listing and stock returns

Author:

Detemple Jerome,Jorion Philippe

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference32 articles.

1. A noisy rational expectations equilibrium for multi-asset securities markets;Admati;Econometrica,1985

2. On jump in common stock prices and their impact on call option pricing;Ball;Journal of Finance,1985

3. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

4. Using daily stock returns: The case of event studies;Brown;Journal of Financial Economics,1985

5. Analysis of volume and price patterns in stocks underlying CBOE options from December 30, 1974 to April 30, 1975;CBOE,1975

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