Stock price response to S&P 500 index inclusions : do options listings and options trading volume matter?
Yangyang Chen; Constantine Koutsantony; Cameron Truong; Madhu Veeraraghavan
| Year of publication: |
2013
|
|---|---|
| Authors: | Chen, Yangyang ; Koutsantony, Constantine ; Truong, Cameron ; Veeraraghavan, Madhu |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 23.2013, p. 379-401
|
| Subject: | S&P 500 index | Options trading volume | Options listing informational efficiency | Optionsgeschäft | Option trading | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Index-Futures | Index futures | Volatilität | Volatility | Aktienindex | Stock index | Zweitlisting | Dual listing |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009707491