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Bansal, V., Pruitt, S. and Wei, K. (1989) An Empirical Reexamination of the Impact of CBOE Option Initiation on the Volatility and Trading Volume of the Underlying Equities. Financial Review, 24, 19-29.
https://doi.org/10.1111/j.1540-6288.1989.tb00328.x
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