The Effect of Option Trading at the {DTB} on the Underlying Stocks' Return Variance

Heer Burkhard, Trede Mark, Wahrenburg Mark



Publication type
Research article (journal)

Peer reviewed
Yes

Publication status
Published

Year
1997

Journal
Empirical Economics

Volume
22

Pages range
233--245

Language
English

ISSN
0377-7332

DOI