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How do exchanges select stocks for option listing ?

Mayhew, Stewart - ; Mihov, Vassil - ;

We investigate the factors influencing the selection of stocks for option listing. Exchanges tend to list options on stocks with high trading volume, volatility, and market capitalization, but the relative effect of these factors has changed over time as market have evolved. We observe a shift from volume toward volatility after the moratorium on new listings ended in 1980..Printed Journal


Ketersediaan

Call NumberLocationAvailable
PSB lt.dasar - Pascasarjana1
Penerbit: The American Finance Association
Edisi-
Subjek-
ISBN/ISSN00221082
Klasifikasi-
Deskripsi Fisik-
Info Detail Spesifik-
Other Version/RelatedTidak tersedia versi lain
Lampiran BerkasTidak Ada Data

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