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An Empirical Reexamination of the Impact of CBOE Option Initiation on the Volatility and Trading Volume of the Underlying Equities: 1973–1986

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References

1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures1,023 cited
1976Options and Efficiency830 cited
1985Volatility increases subsequent to stock splits: An empirical aberration255 cited
1986Earnings Announcements, Stock Price Adjustment, and the Existence of Option Markets197 cited

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2001Price and volume effects associated with derivative warrant issuance on the Stock Exchange of Hong Kong37 cited
1997The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?36 cited
2008Information revelation in the futures market: Evidence from single stock futures35 cited
2001Introduction and expiration effects of derivative equity warrants in Hong Kong31 cited
2004The effect of CBOE option listing on the volatility of NYSE traded stocks: a time-varying variance approach29 cited
1997Listing of put options: Is there any volatility effect?24 cited

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