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Price and volume effects associated with derivative warrant issuance on the Stock Exchange of Hong Kong
15 references·1 citing·47 second hop
Price and volume effects associated with derivative warrant issuance on the Stock Exchange of Hong Kong (2001)Price and volume effects associated with …The Econometrics of Financial Markets (2012)The Econometrics of Financial…The Effect of Options on Stock Prices: 1973 to 1995 (2000)The Effect of Options on Stoc…The Econometrics of Financial Markets (1998)The Econometrics of Financial…The New Issues Puzzle (1995)The New Issues PuzzleInitial public offerings: International insights (1994)Initial public offerings: Int…Option listing and stock returns (1990)Option listing and stock retu…The Price Effect of Option Introduction (1989)The Price Effect of Option In…An Empirical Reexamination of the Impact of CBOE Option Initiation on the Volatility and Trading Volume of the Underlying Equities: 1973–1986 (1989)An Empirical Reexamination of…Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures (1986)Price and Volume Effects Asso…Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures (1986)Price and Volume Effects Asso…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…SHORT TERM IMPACT OF OPTION TRADING ON UNDERLYING SECURITIES (1983)SHORT TERM IMPACT OF OPTION T…THE IMPACT OF OPTION LISTING ON THE PRICE AND VOLUME OF THE UNDERLYING STOCK (1981)THE IMPACT OF OPTION LISTING …The impact of options on the underlying securities (1980)The impact of options on the …The Impact of Listed Options on the Underlying Shares (1979)The Impact of Listed Options …Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence (2005)Impact of warrant introductio…The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)A General Equilibrium Analysis of Option and Stock Market Interactions (1991)Stock price clustering on option expiration dates (2005)Theory of rational option pricing (2005)Options trading activity and firm valuation (2009)Using daily stock returns (1985)Constraints on short-selling and asset price adjustment to private information (1987)Short Sale Constraints and Stock Returns (2001)Costly short -selling and stock price adjustment to earnings announcements (2002)Did CDS trading improve the market for corporate bonds? (2013)The Adjustment of Stock Prices to New Information (1969)Principles of Corporate Finance. (1981)Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift? (1995)The Adjustment of Stock Prices to New Information (2003)Comovement (2004)Does Net Buying Pressure Affect the Shape of Implied Volatility Functions? (2004)INITIAL PUBLIC OFFERINGS (1988)How investment bankers determine the offer price and allocation of new issues (1989)The Long‐Run Performance of initial Public Offerings (1991)The Equity Share in New Issues and Aggregate Stock Returns (2000)Uniformly least powerful tests of market efficiency (2000)Global, local, and contagious investor sentiment (2011)Estimating betas from nonsynchronous data (1977)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)S&P 500 Cash Stock Price Volatilities (1989)The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis (1998)O/S: The relative trading activity in options and stock (2009)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)The Cross-Section of Expected Stock Returns (1992)Investor Sentiment and the Cross‐Section of Stock Returns (2006)A five-factor asset pricing model (2014)Financial Calculus (1996)ARCH Models and Financial Applications (1997)Corporate social responsibility and shareholder's value (2011)Market response to policy initiatives during the global financial crisis (2011)Testing the Masters Hypothesis in commodity futures markets (2011)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Short- and long-term demand curves for stocks: theory and evidence on the dynamics of arbitrage (2004)Stock price fragility (2011)New Evidence on the Financialization of Commodity Markets (2014)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1995The New Issues Puzzle3,550 cited
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  • 1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures1,023 cited
  • 1989The Price Effect of Option Introduction352 cited
  • 1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures300 cited
  • 1998The Econometrics of Financial Markets239 cited
  • 1990Option listing and stock returns214 cited
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  • 1989An Empirical Reexamination of the Impact of CBOE Option Initiation on the Volatility and Trading Volume of the Underlying Equities: 1973–198694 cited
  • 1980The impact of options on the underlying securities63 cited
  • 1983SHORT TERM IMPACT OF OPTION TRADING ON UNDERLYING SECURITIES54 cited
  • 1981THE IMPACT OF OPTION LISTING ON THE PRICE AND VOLUME OF THE UNDERLYING STOCK53 cited
  • 1979The Impact of Listed Options on the Underlying Shares

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Cited by

  • 2005Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence27 cited