An empirical analysis of the effects of options and futures listing on the underlying stock return volatility: the Portuguese case

By Tomé Calado João Paulo   Medeiros Garcia Maria Teresa   Mendes Pereira Sérgio Emanuel Tomé  

Applied Financial Economics, Vol. 15, Iss. 13, 2005-09 ,pp. : 907-913

Routledge Ltd

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Does options listing impact on the time-varying risk characteristics of the underlying stocks? Evidence from NYSE stocks listed on the CBOE

By Mazouz Khelifa   Bowe Michael  

Applied Financial Economics, Vol. 19, Iss. 3, 2009-02 ,pp. : 203-212

Routledge Ltd

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Stock Options and Dividend Protection

By Arnold Markus C.   Gillenkirch Robert M.  

Journal of Institutional and Theoretical Economics JITE, Vol. 161, Iss. 3, 2005-09 ,pp. : 453-472

Mohr Siebeck

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Technical trading strategies and cross-national information linkage: the case of Taiwan stock market

By Chang Yung-Ho   Metghalchi Massoud   Chan Chia-Chung  

Applied Financial Economics, Vol. 16, Iss. 10, 2006-06 ,pp. : 731-743

Routledge Ltd

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Inter-day return and volatility dynamics between Japanese ADRs and their underlying securities

By Yang Sheng-Yung  

Applied Financial Economics, Vol. 17, Iss. 10, 2007-06 ,pp. : 837-853

Routledge Ltd

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