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The price and volatility effects of stock option introductions : A Reexamination

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  • Kabir, M.R.

    (Tilburg University, School of Economics and Management)

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Suggested Citation

  • Kabir, M.R., 2000. "The price and volatility effects of stock option introductions : A Reexamination," Other publications TiSEM 42b009c3-f316-42c6-8aed-a, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:42b009c3-f316-42c6-8aed-ad731d7026ee
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/378280/83987.pdf
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    References listed on IDEAS

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    1. repec:bla:jfinan:v:44:y:1989:i:2:p:487-98 is not listed on IDEAS
    2. Fedenia, Mark & Grammatikos, Theoharry, 1992. "Options Trading and the Bid-Ask Spread of the Underlying Stocks," The Journal of Business, University of Chicago Press, vol. 65(3), pages 335-351, July.
    3. Brown, Stephen J. & Warner, Jerold B., 1985. "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, vol. 14(1), pages 3-31, March.
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    Cited by:

    1. João Amaro De Matos & João Sobral Do Rosário, 2002. "Market Power And Feedback Effects From Hedging Derivatives," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 5(08), pages 845-875.

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