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The Effect of Option Listing on Bid-Ask Spreads, Price Volatility, and Trading Activity of the Underlying OTC Stocks

โœ Scribed by PEIHWANG Wei; PERCY Poon; SUSAN Zee


Book ID
110260237
Publisher
Springer US
Year
1997
Tongue
English
Weight
111 KB
Volume
9
Category
Article
ISSN
0924-865X

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The effect of multiple listings on the b
โœ Nabil Khoury; Klaus P. Fischer ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 122 KB

## Abstract In this article, we examine the effect of multiple listings of options on their bidโ€“ask spread, by comparing options contracts listed only on the Montreal Exchange with those interlisted on that exchange and on a U.S. exchange as well. Using a statistical procedure adapted to panel data