College of Business
Hattiesburg, MS 39402
University of Southern Mississippi
Involuntary foreign delistings, United States, price effects
Voluntary foreign delisting, Tokyo stock exchange, price effects
ETF; SPDRS; Options; Effects; Underlying Stocks; Implications
S&P 100 options, underlying stocks, return predictability, price informativeness
Reasons, Voluntary foreign listings, Tokyo Stock Exchange, U.S. firms
Nikkei 225, additions, price effects, explanations, price volatility
Additions, deletions, Nikkei 500, price effects, volume effects
Nikkei 225, Rebalancing, Effects, Implications
Commission deregulation, Securities firms, Performance, Japan
Derivative Instruments, Currency Derivatives, Financial Market, Market Structure and Organizations
Cross-listing, informational efficiency, price predictability
S&P 100 options, impacts, underlying stocks, implications
Nikkei 225, membership, pricing efficiency, return predictability, Japan
Nikkei 225 futures, underlying stocks, return predictability, price informativeness
Commission deregulation, Transaction costs, Price volatility, Japan
Securities transaction tax, Japan, market efficiency, random walk, price impacts
Transaction costs, commission deregulation, efficiency, predictability, Japan
Equity options, underlying stocks, predictability, efficiency, TSE
