Effects of Option Introduction on Price and Volatility of Underlying Assets - A Review
Year of publication: |
2009
|
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Authors: | Hiremath, Gourishankar S |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Derivatives | Options | Price impact | volatility | destabilization | market efficiency | effects of derivatives |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in GITAM Review of International Business 2.1(2009): pp. 100-121 |
Classification: | C49 - Econometric and Statistical Methods: Special Topics. Other ; G1 - General Financial Markets ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
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