Option listing and stock returns
- 1 October 1990
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 14 (4) , 781-801
- https://doi.org/10.1016/0378-4266(90)90076-e
Abstract
No abstract availableThis publication has 25 references indexed in Scilit:
- The Price Effect of Option IntroductionThe Journal of Finance, 1989
- Constraints on short-selling and asset price adjustment to private informationJournal of Financial Economics, 1987
- Spanning and completeness in markets with contingent claimsJournal of Economic Theory, 1987
- Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived SecuritiesEconometrica, 1985
- A Noisy Rational Expectations Equilibrium for Multi-Asset Securities MarketsEconometrica, 1985
- Using daily stock returnsJournal of Financial Economics, 1985
- On Jumps in Common Stock Prices and Their Impact on Call Option PricingThe Journal of Finance, 1985
- Mean-Variance Theory in Complete MarketsThe Journal of Business, 1982
- The Existence of Futures Markets, Noisy Rational Expectations and Informational ExternalitiesThe Review of Economic Studies, 1977
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973