Availability and settlement of individual stock futures and options expiration-day effects : evidence from high-frequency data
Donald Lien, Li Yang
| Year of publication: |
2005
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|---|---|
| Authors: | Lien, Da-hsiang Donald ; Li, Yang |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 45.2005, 4/5, p. 730-747
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| Subject: | Aktienoption | Stock option | Futures | Fälligkeit | Maturity | Kapitaleinkommen | Capital income | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Australien | Australia | 1993-1997 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003099292