Rim Tekaya

Université Paris Dauphine

Paris

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

How Does Option Listing Affect Underlying Stock Efficiency? Evidence from a Duration Model

Number of pages: 39 Posted: 29 Nov 2012
Kaouther Jouaber-Snoussi and Rim Tekaya
Université Paris Dauphine and Université Paris Dauphine
Downloads 36 (343,797)

Abstract:

Option listing, Efficiency, Price duration, Log-ACD model, Liquidity, Informed trading