Title:

An Empirical Analysis of the Effects of Options and Futures Listing on the Underlying Stock Return Volatility: The Portuguese Case

Authors:

João Paulo Tomé Calado (UTL)
Maria Teresa Medeiros Garcia (UTL)
Sérgio Emanuel Tomé Mendes Pereira (UTL)

Journal:

Applied Financial Economics

Year:

2005

Volume:

15

Pages:

907-913

JEL code:

G13 - Contingent Pricing; Futures Pricing