Availability and settlement of individual stock futures and options expiration-day effects: evidence from high-frequency data

✍ Scribed by Donald Lien; Li Yang

• Book ID: 113871469
• Publisher: Elsevier Science
• Year: 2005
• Tongue: English
• Weight: 189 KB
• Volume: 45
• Category: Article
• ISSN: 1062-9769
• DOI: 10.1016/j.qref.2004.06.002