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

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

Publisher： Routledge Ltd

ISSN： 1466-4305

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

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The impact of listing stock options on the underlying securities: the case of Taiwan

By Chen Dar-Hsin Chang Po-Hsun

Applied Financial Economics, Vol. 18, Iss. 14, 2008-08 ,pp. : 1161-1172

Routledge Ltd

Access to resources Recommend Favorite

Stock return volatility and information: an empirical analysis of Pacific Rim, UK and US equity markets

By Fraser Patricia Power David

Applied Financial Economics, Vol. 7, Iss. 3, 1997-06 ,pp. : 241-253

Routledge Ltd

Access to resources Recommend Favorite

A Bayesian analysis of stock return volatility and trading volume

By Mahieu Ronald Bauer Rob

Applied Financial Economics, Vol. 8, Iss. 6, 1998-12 ,pp. : 671-687

Routledge Ltd

Access to resources Recommend Favorite

Stock return volatility in thinly traded markets. An empirical analysis of trading and non-trading processes for individual stocks in the Norwegian thinly traded equity market

By SOLIBAKKE P. B.

Applied Financial Economics, Vol. 10, Iss. 3, 2000-06 ,pp. : 299-310

Routledge Ltd

Access to resources Recommend Favorite

The relationship between stock return volatility and trading volume: the case of the Philippines

By Asai Manabu Unite Angelo

Applied Financial Economics, Vol. 18, Iss. 16, 2008-09 ,pp. : 1333-1341

Routledge Ltd

Access to resources Recommend Favorite