Chen, Yangyang; Koutsantony, Constantine; Truong, Cameron; … - In: Journal of International Financial Markets, … 23 (2013) C, pp. 379-401
This study investigates the stock price response to Standard & Poor's (S&P) 500 index inclusions during the period 1996 … about the S&P 500 index changes. We document that any measurable impact of options trading on the stock price response to S …