Expiration-day effects and the impact of short trading breaks on intraday volatility : evidence from the Indian market
Year of publication: |
2013
|
---|---|
Authors: | Agarwalla, Sobhesh Kumar ; Pandey, Ajay |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 33.2013, 11, p. 1046-1070
|
Subject: | Kalendereffekt | Calendar effect | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation | Indien | India | 2001-2010 |
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