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Another Look at Option Listing Effects
11 references·0 citing·48 second hopsampled
Another Look at Option Listing Effects (2000)Another Look at Option Listing EffectsThe Effect of Options on Stock Prices: 1973 to 1995 (2000)The Effect of Options on Stoc…The Effect of Derivative Assets on Information Acquisition and Price Behavior in a Rational Expectations Equilibrium (1999)The Effect of Derivative Asse…The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis (1998)The Impact of Options Trading…A note on the impact of options on stock return volatility (1998)A note on the impact of optio…Options Trading and the Bid-Ask Spread of the Underlying Stocks (1992)Options Trading and the Bid-A…The effects of option listing on the underlying stocks' return processes (1991)The effects of option listing…Option listing and stock returns (1990)Option listing and stock retu…The Price Effect of Option Introduction (1989)The Price Effect of Option In…Options markets and stock return volatility (1989)Options markets and stock ret…THE IMPACT OF OPTION LISTING ON THE PRICE AND VOLUME OF THE UNDERLYING STOCK (1981)THE IMPACT OF OPTION LISTING …The Impact of Listed Options on the Underlying Shares (1979)The Impact of Listed Options …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)Special Information and Insider Trading (1974)INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)Measuring security price performance (1980)Trading cost expectations: Evidence from S&P 500 index replacement stock announcements (1996)The Impact of Derivatives on Cash Markets: What Have We Learned? (2000)Why Do Option Introductions Depress Stock Prices? An Empirical Study of Diminishing Short-Sale Constraints (2000)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)The Relation Between Price Changes and Trading Volume: A Survey (1987)Informational Content of Option Volume Prior to Takeovers (2005)Continuous Auctions and Insider Trading (1985)Differences of Opinion of Public Information and Speculative Trading in Stocks and Options (2008)The bright side of financial derivatives: Options trading and firm innovation (2017)The impact of innovation: Evidence from corporate bond exchange-traded funds (ETFs) (2017)On estimating the expected return on the market (1980)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Asset pricing and the bid-ask spread (1986)THE DETERMINANTS OF MARKET BID ASK SPREADS ON THE AUSTRALIAN STOCK EXCHANGE: CROSS‐SECTIONAL ANALYSIS (1996)The liquidity effects associated with addition of a stock to the S&P 500 index: evidence from bid/ask spreads (1998)Trade Size and Information-Motivated Trading in the Options and Stock Markets (2001)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)O/S: The relative trading activity in options and stock (2009)Expected stock returns and volatility (1987)An Examination of Stock Market Return Volatility During Overnight and Intraday Periods, 1964-1989 (1990)Option Trading, Price Discovery, and Earnings News Dissemination* (1997)Information Effects on the Bid-Ask Spread (1983)Inferring Trade Direction from Intraday Data (1991)A Direct Test of Methods for Inferring Trade Direction from Intra-Day Data (2000)Credit Default Swaps: A Survey (2014)Fact and Fantasy in the Use of Options (1975)Intraday Price Change and Trading Volume Relations in the Stock and Stock Option Markets (1990)Trading costs and the relative rates of price discovery in stock, futures, and option markets (1996)New insights into the impact of the introduction of futures trading on stock price volatility (2001)Short Sale Constraints, Overvaluation, and the Introduction of Options (2004)Does Option Trading Have a Pervasive Impact on Underlying Stock Prices? (2016)
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References

  • 1989The Price Effect of Option Introduction352 cited
  • 1989Options markets and stock return volatility282 cited
  • 1998The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis231 cited
  • 1990Option listing and stock returns214 cited
  • 1991The effects of option listing on the underlying stocks' return processes184 cited
  • 1999The Effect of Derivative Assets on Information Acquisition and Price Behavior in a Rational Expectations Equilibrium173 cited
  • 2000The Effect of Options on Stock Prices: 1973 to 1995152 cited
  • 1998A note on the impact of options on stock return volatility117 cited
  • 1992Options Trading and the Bid-Ask Spread of the Underlying Stocks114 cited
  • 1981THE IMPACT OF OPTION LISTING ON THE PRICE AND VOLUME OF THE UNDERLYING STOCK53 cited
  • 1979The Impact of Listed Options on the Underlying Shares43 cited

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