A note on the impact of options on stock return volatility

Journal of Banking and Finance

Volumn 22, Issue 9, 1998, Pages 1181-1191

  Bollen, Nicolas P B ^a  

^a UNIVERSITY OF UTAH   (United States)

Author keywords

Derivatives; G18; Option listing

Indexed keywords

EID: 0040587166     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(98)00056-9     Document Type: Article

References (14)

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