Expiration day effects and market manipulation : evidence from Taiwan
Edward Hsing-Yi Chow; Chung-Wen Hung; Christine Shu-Hua Liu; Cheng-Yi Shiu
| Year of publication: |
2013
|
|---|---|
| Authors: | Chow, Edward Hsing-yi ; Hung, Chung-wen ; Liu, Christine Shu-hua ; Shiu, Cheng-yi |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 41.2013, 3, p. 441-462
|
| Subject: | Expiration effects | Open interest | Final settlement price | Manipulation | Taiwan | Volatilität | Volatility | Theorie | Theory | Index-Futures | Index futures |
| Extent: | graph. Darst. |
|---|---|
| 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/10010188258