Download This PaperS.E.C Induced Distortion in Stock Prices
MTA Journal, Vol. 20, pp. 23-27, February 1985
5 Pages Posted: 9 Jun 2011 Last revised: 5 Nov 2013
Date Written: February 1, 1985
Abstract
Evidence that option trading can influence the prices of the underlying common stocks is discussed. This research was conducted in the time frame 1981-1982 and that was before there were many articles about deviations from efficient-market pricing. Stock prices were believed to fluctuate without influence from trading of listed options on U.S. common stocks
Keywords: stock price fluctuations, options on common stocks, anomalies, exceptions to the efficient market hypothesis
JEL Classification: G12,G13
Suggested Citation: Suggested Citation
Harlan D. Platt
Northeastern University - Finance and Insurance Area ( email )
Boston, MA 02115
United States
617-373-4740 (Phone)
617-373-8798 (Fax)
Marjorie Platt
Northeastern University - Accounting Group ( email )
360 Huntington Ave.
Boston, MA 02115
United States
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