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
Start page
233
End page
245
Language
English
ISSN
0377-7332
DOI