Mazouz, Khelifa; Bowe, Michael - In: Applied financial economics 19 (2009) 1/3, pp. 203-212
or diversifiable risk of a NYSE-traded stock is impacted when its option is listed on the Chicago Board Option Exchange …'s option listing decision, and the potential impact of changes in market- and industry-wide conditions. The evidence indicates … that option listing has no significant predictable impact on either risk characteristic. …