Availability and Settlement of Individual Stock Futures and Options Expiration Effects : Evidence from High-Frequency Data
Year of publication: |
[2008]
|
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Authors: | Lien, Donald D. |
Other Persons: | Yang, Li (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Quarterly Review of Economics and Finance, Forthcoming Volltext nicht verfügbar |
Classification: | C14 - Semiparametric and Nonparametric Methods ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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