Reassessing the Impact of Option Introductions on Market...

Reassessing the Impact of Option Introductions on Market Quality: A Less Restrictive Test for Event-Date Effects

Danielsen, Bartley R., van Ness, Bonnie F., Warr, Richard S.
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Volume:
42
Language:
english
Journal:
Journal of Financial and Quantitative Analysis
DOI:
10.1017/s0022109000003495
Date:
December, 2007
File:
PDF, 278 KB
english, 2007
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