Expiration day effects of index futures and options : evidence from a market with a long settlement period
Year of publication: |
2000
|
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Authors: | Alkebäck, Per ; Hagelin, Niclas |
Published in: |
Empirical essays on financial markets, firms, and derivates. - Stockholm, ISBN 91-7265-048-6. - 2000, p. 43-63
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Subject: | Aktienindex | Stock index | Index-Futures | Index futures | Volatilität | Volatility | Theorie | Theory |
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