An empirical reexamination of the impact of CBOE option initiation on the volatility and trading volume of the underlying stocks: 1973-1986

Vipul K. Bansal; Stephen W. Pruitt; K. C. John Wei

An empirical reexamination of the impact of CBOE option initiation on the volatility and trading volume of the underlying stocks: 1973-1986

Vipul K. Bansal, Stephen W. Pruitt, K. C. John Wei

School of Accounting and Finance

Research output: Journal article publication › Journal article › Academic research › peer-review

Original language	English
Pages (from-to)	19-29
Journal	Financial Review
Volume	24
Issue number	1
Publication status	Published - 1989

Cite this

@article{a65e90075a5943db844af3367548f5cb,

title = "An empirical reexamination of the impact of CBOE option initiation on the volatility and trading volume of the underlying stocks: 1973-1986",

author = "Bansal, {Vipul K.} and Pruitt, {Stephen W.} and Wei, {K. C. John}",

year = "1989",

language = "English",

volume = "24",

pages = "19--29",

journal = "Financial Review",

issn = "0732-8516",

publisher = "Wiley-Blackwell",

number = "1",

}