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
2007
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| Online Access: | http://repo.uum.edu.my/25099/1/IJBF%205%201%202007%2059%2082.pdf http://repo.uum.edu.my/25099/ http://ijbf.uum.edu.my/index.php/previous-issues/135-the-international-journal-of-banking-and-finance-ijbf-vol-5-no-1-2008 |
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