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37. Options introduction and volatility in the EU ETS. (2009). Sévi, Benoît ; Chevallier, Julien ; le Pen, Yannick ; Sevi, Benoit.
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38. The effect of mergers on implied volatility of equity options. (2008). Geppert, Gero ; Kamerschen, David R..
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39. The market for crash risk. (2008). Bates, David S..
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40. LEAPS introductions and the value of the underlying stocks. (2006). Walker, Mark D. ; Lundstrum, Leonard L..
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41. Forecasting risk, informed speculation, and financial innovation. (2006). Instefjord, Norvald.
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42. Why derivatives on derivatives? The case of spread futures. (2006). Cuny, Charles J..
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43. Information flow between the stock and option markets: Where do informed traders trade?. (2005). Tay, Nicholas S. P., ; Lung, Peter P. ; Chen, Carl R..
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44. Complete markets, informed trading and equity option introductions. (2005). faff, robert ; Hillier, David.
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45. Option pricing with an illiquid underlying asset market. (2005). Liu, Hong ; Yong, Jiongmin.
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46. The Information of Option Volume for Future Stock Prices. (2004). pan, jun ; Poteshman, Allen.
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47. The Behavior of Bid-Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999. (2003). Raymond P. H. Fishe, ; de Fontnouvelle, Patrick.
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48. Stock Market Quality in the Prescence of a Traded Option. (2002). Koedijk, Kees ; de Jong, Cyriel ; Schnitzlein, Charles.
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49. Informed Option Trading Strategies. (2001). de Jong, C. M..
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50. Free lunch and arbitrage possibilities in a financial market model with an insider. (2001). Imkeller, Peter ; Pontier, Monique ; Weisz, Ferenc.
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51. Long-term Information, Short-lived Derivative Securities. (2000). Davies, Ryan ; Bernhardt, Dan ; Spicer, John.
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52. Asymmetric information about volatility: How does it affect implied volatility, option prices and market liquidity?. (2000). Nandi, Saikat.
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53. Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market. (1999). Engle, Robert ; Cho, Young-Hye.
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54. Margin Rules, Informed Trading in Derivatives and Price Dynamics. (1999). John, Kose ; Narayanan, R. ; Koticha, A..
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55. Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market. (1999). Engle, Robert.
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56. Listing of put options: Is there any volatility effect?. (1997). Elfakhami, Said ; Chaudhury, Mohammed.
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57. Options and volatility. (1996). Nandi, Saikat ; Abken, Peter A..
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58. Firm-specific information and the correlation between individual stocks and bonds. (1996). Kwan, Simon.
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59. Asymmetric information about volatility and option markets. (1995). Nandi, Saikat.
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60. Too much cocited documents. This list is not complete

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