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Stock price response to S&P 500 index inclusions : do options listings and options trading volume matter?
Chen, Yangyang, (2013)
The price impact of options and futures volume in after-hours stock market trading
Chang, Chuang-chang, (2013)
Information effects of trade size and trade direction : evidence from the KOSPI 200 index options market
Ahn, Hee-joon, (2010)
Major world equity markets: current structure and prospects for change
Huang, Roger D., (1991)
Friction
Stoll, Hans R., (2000)
Regulation of financial markets : a focused approach
Stoll, Hans R., (1998)