The effect of CBOE option listing on the volatility of NYSE traded stocks: a time-varying variance approach

Khelifa Mazouz
  • Journal of Empirical Finance, December 2004, Elsevier
  • DOI: 10.1016/j.jempfin.2003.09.003

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http://dx.doi.org/10.1016/j.jempfin.2003.09.003

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