The S&P 500 index inclusion effect: Evidence from the options market-Reference-Cited by-同舟云学术

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The S&P 500 index inclusion effect: Evidence from the options market

Published:2022-11-02 Issue: Volume: Page:
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int. J Fin Econ

Author:

Coakley Jerry¹,Dotsis George²^ORCID,Kourtis Apostolos³,Psychoyios Dimitris⁴

Affiliation:

1. Essex Business School University of Essex Colchester UK

2. Department of Economics University of Athens Athens Greece

3. Norwich Business School University of East Anglia Norwich UK

4. Department of Industrial Management University of Piraeus Piraeus Greece

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.2728

Reference41 articles.

1. The comovement of option listed stocks

2. Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options

3. Style investing

4. Comovement

5. Asset Prices and Institutional Investors

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