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A study of information effects in the Spanish stock exchange

✍ Scribed by Rosa Maria Lorenzo Alegria; Olga Maria Rodriguez Rodriguez

Publisher
Springer US
Year
2000
Tongue
English
Weight
80 KB
Volume
6
Category
Article
ISSN
1083-0898

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## Abstract This study analyzes the effect of the expiration of the Ibex‐35 Index derivatives, as well as the first four stock options traded in the Spanish Equity Derivatives Exchange, on the return, conditional volatility, and trading volume of the underlying assets. The analysis covers the perio

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