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date (oldest first)
1
Listing of put options : is there any
volatility
effect?
Chaudhury, Mohammed M.
- In:
Review of financial economics : RFE
6
(
1997
)
1
,
pp. 57-75
Persistent link: https://www.econbiz.de/10001223323
Saved in:
2
Investor expectations of
volatility
increases around large stock splits as implied in call option premia
Klein, Linda S.
;
Peterson, David R.
- In:
The journal of financial research
11
(
1988
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10003602801
Saved in:
3
New evidence on price and
volatility
effects of stock option introductions
Kabir, Rezaul
-
1997
Persistent link: https://www.econbiz.de/10000959703
Saved in:
4
Can growth options explain the trend in idiosyncratic risk?
Cao, Charles Q.
;
Simin, Timothy T.
;
Zhao, Jing
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2599-2633
Persistent link: https://www.econbiz.de/10003805096
Saved in:
5
The relations between the informational content of implied
volatility
and arbitrage costs : evidence from the Oslo Stock Exchange
Ahmed, Parvez
;
Swidler, Steven Mark
- In:
International review of economics & finance : IREF
7
(
1998
)
4
,
pp. 465-480
Persistent link: https://www.econbiz.de/10001427818
Saved in:
6
Stocking
1984
Persistent link: https://www.econbiz.de/10000322155
Saved in:
7
The timing of option repricing
Callaghan, Sandra Renfro
;
Saly, P. J.
;
Subramaniam, Chandra
- In:
The journal of finance : the journal of the American …
59
(
2004
)
4
,
pp. 1651-1676
Persistent link: https://www.econbiz.de/10002190664
Saved in:
8
The informational role of stock and option volume
Chan, Kalok
;
Chung, Y. Peter
;
Fong, Wai-ming
- In:
The review of financial studies
15
(
2002
)
4
,
pp. 1049-1075
Persistent link: https://www.econbiz.de/10001716074
Saved in:
9
Short-term and long-term impact of option listing on underlying securities : Hong Kong evidence
Kim, Sangphill
;
Rui, Oliver Meng
- In:
Advances in Pacific Basin financial markets
6
(
2000
),
pp. 239-254
Persistent link: https://www.econbiz.de/10001487790
Saved in:
10
The effect of options on stock prices : 1973 to 1995
Sorescu, Sorin M.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 487-514
Persistent link: https://www.econbiz.de/10001497015
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