An empirical analysis of the effects of options and futures listing on the underlying stock return volatility : the Portugese case
Year of publication: |
2005
|
---|---|
Authors: | Calado, João Paulo Tomé ; Garcia, Maria Terese Medeiros ; Pereira, Sérgio Emanuel Tomé Mendes |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 15.2005, 13, p. 907-913
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Aktie | Share | Optionsgeschäft | Option trading | Futures | Zweitlisting | Dual listing | Portugal | 1997-2001 |
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