SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

THE IMPACT OF OPTION LISTING ON UNDERLYING STOCK RETURNS: THE UK EVIDENCE · Study

ArticleShelves

ArticleTHE IMPACT OF OPTION LISTING ON UNDERLYING STOCK RETURNS: THE UK EVIDENCE

Wing H. Watt1992

Article1992

THE IMPACT OF OPTION LISTING ON UNDERLYING STOCK RETURNS: THE UK EVIDENCE

Wing H. Watt · Paul R. Draper

40 citations·0/0 files stored·Journal of Business Finance &amp Accounting

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Corporate Finance and Governance Stochastic processes and financial applications

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 40 citations exist upstream.

References

1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION 1989Why Does Stock Market Volatility Change Over Time?1980The Extreme Value Method for Estimating the Variance of the Rate of Return 1986Stock return variances 1987Constraints on short-selling and asset price adjustment to private information 1976Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test 1986Do Demand Curves for Stocks Slope Down?1989Stock Volatility and the Crash of '87

Cited by

2008Information revelation in the futures market: Evidence from single stock futures 2005The volatility effect of futures trading: Evidence from LSE traded stocks listed as individual equity futures contracts on LIFFE 1998Stock futures: the effects of their trading on the underlying stocks in Australia 2017Managerial Discretion in Accruals and Informational Efficiency 2001The Derivative Warrant Market in Hong Kong 2002Equity option listing in the UK: a comparison of market-based research methodologies

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1999The impact of energy derivatives on the crude oil marketarticle · 11 shared references 1997Listing of put options: Is there any volatility effect?article · 11 shared references 1999The Effect of Derivative Assets on Information Acquisition and Price Behavior in a Rational Expectations Equilibriumarticle · 10 shared references 2023The Impact of Derivatives on Spot Markets: Evidence from the Introduction of Bitcoin Futures Contractsarticle · 10 shared references 1996The impact of the listing of options in the foreign exchange marketarticle · 9 shared references 1991The effects of option listing on the underlying stocks' return processesarticle · 8 shared references

Details

Year1992

Typearticle

Published1992-06-01

VenueJournal of Business Finance &amp Accounting

ISSN-L0306-686X

Languageen

Citations40

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1111/j.1468-5957.1992.tb00640.x

openalex_workW2020805799

Links

Imported from OpenAlex (CC0) — nothing here is generated.

1997Listing of put options: Is there any volatility effect?