A regression analysis of the effects of option introduction on stock variances
Year of publication: |
1994
|
---|---|
Authors: | Freund, Steven |
Other Persons: | MacCann, P. Douglas (contributor) ; Webb, Gwendolyn P. (contributor) |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 1.1994, 3, p. 25-38
|
Subject: | Börsenkurs | Share price | Aktie | Share | Volatilität | Volatility | Optionsgeschäft | Option trading | Börsengang | Initial public offering | Schätztheorie | Estimation theory | Theorie | Theory | USA | United States | 1973-1990 |
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