How Do Exchanges Select Stocks for Option Listing
By Stewart Mayhew, V. Mihov. 2004
187 citations recorded by the source corpus.
Subfields: Accounting, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/fbca8d33352ebe1e7b90d63c04bf63f631ecf653
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
- Lauren H. Cohen
- Karl B. Diether
- Christopher J. Malloy
- Kenneth R. Ahern
- Avanidhar Subrahmanyam
- Paolo Pasquariello
- Harrison G. Hong
- David A. Hirshleifer
In Economics and Econometrics
In Finance
- Lauren H. Cohen
- Karl B. Diether
- Christopher J. Malloy
- Kenneth R. Ahern
- Avanidhar Subrahmanyam
- Paolo Pasquariello
- Harrison G. Hong
- David A. Hirshleifer
Citations in the corpus
- Supply and Demand Shifts in the Shorting Market (2007, background): “In addition, Mayhew and Mihov (2004) find no evidence that investors disproportionately take bearish positions in newly listed options; this finding casts doubt on the causal link between a relaxation of short sale constraints and stock prices in the context of option introductions.”
- The Bright Side of Financial Derivatives: Options Trading and Firm Innovation (2016, unknown): “The sample is selected to include firms with positive options volume to maintain comparability, as firms without options listings tend to be small (Mayhew and Mihov, 2004) with different structural relationships between innovation and the right-hand variables.8 To approximate the total annual…”
- Did CDS Trading Improve the Market for Corporate Bonds (2014, unknown): “…inherent in this choice decision might impact the empirical analysis of bond returns, we carry out a two-stage Heckman (1979) sample selection regression analysis along the lines of Mayhew and Mihov (2004), who conduct a similar analysis to examine how exchanges select a stock for option listing.”