The Price Effect of Option Introduction
- 1 June 1989
- journal article
- Published by JSTOR in The Journal of Finance
- Vol. 44 (2) , 487-498
- https://doi.org/10.2307/2328601
Abstract
This paper examines the price effect of option introduction from 1974 to 1980. The introduction of individual options causes a permanent price increase in the underlying security, beginning approxima...Keywords
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