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The Missing Dynamic: Corporations, Individuals and Contracts

✍ Scribed by Arun A. Iyer


Publisher
Springer
Year
2006
Tongue
English
Weight
154 KB
Volume
67
Category
Article
ISSN
0167-4544

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## Abstract This note examines options expiration effects in the presence of individual stock futures contracts with different settlement methods. It is found that the availability of the futures contracts attenuate the expiration effects on price volatility and trading volume of individual stocks.