New Evidence on the Effect of Cboe Options Listing on the Volatility of New York Listed Stocks
This paper re-examines the evidence on how the listing of options impacts on underlying stock’s volatility by taking into consideration the possible presence of a learning effect, along with the impact of the very endogenous nature of the options listing decision itself. Our analyses are centred on...
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| Format: | Article |
| Language: | English |
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Universiti Utara Malaysia
2008-02-01
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| Series: | International Journal of Banking and Finance |
| Online Access: | https://www.scienceopen.com/document?vid=083c3239-d586-492b-b1c1-d90e9f88de74 |