Do expirations of Hang Seng Index derivatives affect stock market volatility?

✍ Scribed by Nicolas P.B Bollen; Robert E Whaley

• Book ID: 117628072
• Publisher: Elsevier Science
• Year: 1999
• Tongue: English
• Weight: 154 KB
• Volume: 7
• Category: Article
• ISSN: 0927-538X
• DOI: 10.1016/s0927-538x(99)00022-0