References
- CBOE (2007, 2008 and 2009) Market Statistics. http://www.cboe.com/data/AnnualMarketStatistics.aspx (http://www.cboe.com/data/AnnualMarketStatistics.aspx) (Accessed: 15 November 2012 ).
- CBOE (2011) CBOE to Relaunch Credit Event Binary Options (CEBOs) Contracts on March 8, February 20. http://ir.cboe.com/releasedetail.cfm?releaseid=551636 (http://ir.cboe.com/releasedetail.cfm?releaseid=551636) (Accessed: 10 August 2011 ).
- CBOE (2011) CBOE to Add Five New Credit Event Binary Options (CBOEs) on Financial Firms on April 26, April 25. http://ir.cboe.com/releasedetail.cfm?ReleaseID=571550 (http://ir.cboe.com/releasedetail.cfm?ReleaseID=571550) (Accessed: 10 August 2011 ).
- Clarke , M. , Gannon , G. and Vinning , R. 2011 . The impact of warrant introduction: the Australian experience . Review of Pacific Basin Financial Markets & Policies , 142 : 213 – 69 .
- Conrad , J. 1989 . The price effect of option introduction . The Journal of Finance , 44 : 487 – 98 .
- Danielsen , B. R. and Sorescu , S. M. 2001 . Why do option introductions depress stock prices? A study of diminishing short sale constraints . Journal of Financial and Quantitative Analysis , 36 : 451 – 84 .
- Detemple , J. and Jorion , P. 1990 . Option listing and stock returns: an empirical analysis . Journal of Banking and Finance , 14 : 781 – 801 .
- Fung , H. G. , Sierra , G. E. and Yau , J. 2008 . Are the U.S. stock market and credit default swap market related: evidence from the CDX indices . Journal of Alternative Investments , 11 : 43 – 61 .
- Haddad , M. and Voorheis , F. L. 1991 . Initial option trading and security risk and return . Journal of Business Finance & Accounting , 18 : 903 – 13 .
- Mengle , D. 2007 . Credit derivatives: an overview . Federal Reserve Bank of Atlanta Economic Review , 92 : 1 – 24 .
- Norden , L. and Weber , M. 2009 . The co-movement of credit default swap, bond and stock markets: an empirical analysis . European Financial Management , 15 : 529 – 62 .
- Sorescu , S. M. 2000 . The effect of options on stock prices: 1973 to 1995 . The Journal of Finance , 55 : 487 – 514 .
- Zhang , G. 2009 . Informational efficiency of credit default swap and stock markets: the impact of adverse credit events . The International Review of Accounting, Banking and Finance , 1 : 1 – 15 .