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Volumn 8, Issue 2, 1998, Pages 189-204

The informational content of US listed options on foreign equity securities: The case of Telmex and the peso devaluation

Author keywords

G13; G14; G15; Options; Peso devaluation; Telmex

Indexed keywords


EID: 0001754550     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(98)00031-6     Document Type: Article
Times cited : (4)

References (11)
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    • Beckers, S.1
  • 2
    • 0010997635 scopus 로고
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    • Bhattacharya M. Transaction data tests of efficiency of the Chicago Board Options Exchange. Journal of Financial Economics. 12:1983;161-186.
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    • Bhattacharya, M.1
  • 3
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    • Using daily stock returns: The case of event studies
    • Brown S.J., Warner J.B. Using daily stock returns: the case of event studies. Journal of Financial Economics. 14:1985;3-31.
    • (1985) Journal of Financial Economics , vol.14 , pp. 3-31
    • Brown, S.J.1    Warner, J.B.2
  • 4
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    • A survey of some new results in financial option pricing theory
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    • Cox, J.C.1    Ross, S.A.2
  • 5
    • 0030295271 scopus 로고    scopus 로고
    • The impact of firm specific news on implied volatilities
    • Donders M., Vorst T. The impact of firm specific news on implied volatilities. Journal of Banking and Finance. 20:1996;1447-1461.
    • (1996) Journal of Banking and Finance , vol.20 , pp. 1447-1461
    • Donders, M.1    Vorst, T.2
  • 6
    • 0002667381 scopus 로고
    • What does an option pricing model tell us about option prices?
    • Figlewski S. What does an option pricing model tell us about option prices? Financial Analysts Journal. Sep/Oct:1989;12-15.
    • (1989) Financial Analysts Journal , pp. 12-15
    • Figlewski, S.1
  • 7
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    • Options, short sales, and market completeness
    • Figlewski S., Webb G.P. Options, short sales, and market completeness. Journal of Finance. 48:1993;761-777.
    • (1993) Journal of Finance , vol.48 , pp. 761-777
    • Figlewski, S.1    Webb, G.P.2
  • 8
    • 0040823420 scopus 로고
    • Using stock options as an index option proxy: The case of Telmex ADRs and Mexican equity indexes
    • Hill J., Foote K. Using stock options as an index option proxy: the case of Telmex ADRs and Mexican equity indexes. Derivatives Quarterly. 1:1994;61-67.
    • (1994) Derivatives Quarterly , vol.1 , pp. 61-67
    • Hill, J.1    Foote, K.2
  • 9
    • 0001674344 scopus 로고
    • Anticipated information releases reflected in call option prices
    • Patell J.M., Wolfson M.A. Anticipated information releases reflected in call option prices. Journal of Accounting and Economics. 1:1979;117-140.
    • (1979) Journal of Accounting and Economics , vol.1 , pp. 117-140
    • Patell, J.M.1    Wolfson, M.A.2
  • 10
    • 84944838542 scopus 로고
    • Nonparametric tests of alternative option pricing models using all reported trades and quotes on the 30 most active CBOE option classes from August 23, 1976 through August 31, 1978
    • Rubinstein M. Nonparametric tests of alternative option pricing models using all reported trades and quotes on the 30 most active CBOE option classes from August 23, 1976 through August 31, 1978. Journal of Finance. 40:1985;455-480.
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  • 11
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    • Stock splits, volatility increases and implied volatilities
    • Sheikh A.M. Stock splits, volatility increases and implied volatilities. Journal of Finance. 44:1989;1361-1372.
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    • Sheikh, A.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.