Stock price response to S&P 500 index inclusions: Do options listings and options trading volume matter?
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DOI: 10.1016/j.intfin.2012.09.008
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More about this item
Keywords
S&P 500 index; Options trading volume; Options listing informational efficiency;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G19 - Financial Economics - - General Financial Markets - - - Other
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