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The price effects of FTSE 100 index revision: what drives the long-term abnormal return reversal?

Mazouz, Khelifa; Saadouni, Brahim - In: Applied financial economics 17 (2007) 4-6, pp. 501

Persistent link: https://www.econbiz.de/10007726472

The price effects of FTSE 100 index revision: what drives the long-term abnormal return reversal?

Mazouz, Khelifa; Saadouni, Brahim - In: Applied financial economics 17 (2007) 6, pp. 501

Persistent link: https://www.econbiz.de/10007615796

The price effects of FTSE 100 index revision : what drives the long-term abnormal return reversal?

Mazouz, Khelifa; Saadouni, Brahim - In: Applied financial economics 17 (2007) 4/6, pp. 501-510

Persistent link: https://www.econbiz.de/10003446111

Management buyout announcements and securities returns in the UK : further evidence for the period 1981 - 91

Saadouni, Brahim - In: Applied financial economics 5 (1995) 4, pp. 243-250

Persistent link: https://www.econbiz.de/10001186665

The overreaction hypothesis in the UK market: empirical analysis

Mazouz, Khelifa; Li, Xiafei - In: Applied financial economics 17 (2007) 13-15, pp. 1101-1200

Persistent link: https://www.econbiz.de/10007877621

The overreaction hypothesis in the UK market: empirical analysis

Mazouz, Khelifa; Li, Xiafei - In: Applied financial economics 17 (2007) 13, pp. 1101

Persistent link: https://www.econbiz.de/10007793413

Does options listing impact on the time-varying risk characteristics of the underlying stocks? Evidence from NYSE stocks listed on the CBOE

Mazouz, Khelifa; Bowe, Michael - In: Applied financial economics 19 (2009) 1-3, pp. 203-212

Persistent link: https://www.econbiz.de/10008210134

Does options listing impact on the time-varying risk characteristics of the underlying stocks? Evidence from NYSE stocks listed on the CBOE

Mazouz, Khelifa; Bowe, Michael - In: Applied financial economics 19 (2009) 3, pp. 203-212

Persistent link: https://www.econbiz.de/10008167077

Commodity futures price behaviour following large one-day price changes

Mazouz, Khelifa; Wang, Jian - In: Applied financial economics 24 (2014) 13/15, pp. 939-948

Persistent link: https://www.econbiz.de/10010410296

Does options listing impact on the time-varying risk characteristics of the underlying stocks? : evidence from NYSE stocks listed on the CBOE

Mazouz, Khelifa; Bowe, Michael - In: Applied financial economics 19 (2009) 1/3, pp. 203-212

This article extends Mayhew and Mihov (2004) and Mazouz (2004) by investigating if either the (time-varying) systematic or diversifiable risk of a NYSE-traded stock is impacted when its option is listed on the Chicago Board Option Exchange (CBOE). We employ a Kalman Filter to estimate...

Persistent link: https://www.econbiz.de/10003825907