مرکز منطقه ای اطلاع رساني علوم و فناوري - The effect of CBOE option listing on the volatility of NYSE traded stocks: a time-varying variance approach

Title of article :

The effect of CBOE option listing on the volatility of NYSE traded stocks: a time-varying variance approach

Author/Authors :

Khelifa Mazouz، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2004

Pages :

From page :

695

To page :

708

Keywords :

NYSE , Time-varying variance approach , CBOE

Journal title :

Journal of Empirical Finance

Serial Year :

2004

Journal title :

Journal of Empirical Finance

Record number :

130785

Link To Document :