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The Price Effect of Option Introduction

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References

1973The Pricing of Options and Corporate Liabilities29,064 cited
1977Estimating betas from nonsynchronous data2,751 cited
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1976Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test1,749 cited
1978THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS1,393 cited
1981Optimal dealer pricing under transactions and return uncertainty1,391 cited
1981Information aggregation in a noisy rational expectations economy1,068 cited
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
1983Transaction costs and the small firm effect529 cited
1978The information content of option prices and a test of market efficiency485 cited
1983Transaction costs and the small firm effect431 cited

Cited by

2009O/S: The relative trading activity in options and stock351 cited
1989S&P 500 Cash Stock Price Volatilities262 cited
1998The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis

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231 cited

1990Option listing and stock returns214 cited

2009Options trading activity and firm valuation202 cited

2005Stock price clustering on option expiration dates191 cited

1996Information, Trade, and Derivative Securities: Table 1187 cited

2004How Do Exchanges Select Stocks for Option Listing?186 cited

1991The effects of option listing on the underlying stocks' return processes184 cited

2009What is Project Success: A Literature Review178 cited

1999The Effect of Derivative Assets on Information Acquisition and Price Behavior in a Rational Expectations Equilibrium173 cited

2017The impact of innovation: Evidence from corporate bond exchange-traded funds (ETFs)166 cited

1990Options markets and the information content of accounting earnings releases164 cited

2005Option Pricing with Downward-Sloping Demand Curves: The Case of Supply Chain Options160 cited

2000The Effect of Options on Stock Prices: 1973 to 1995152 cited

2004Should We Fear Derivatives?144 cited