Expiration-day effects of index futures in a frontier market : the case of Ho Chi Minh Stock Exchange
Year of publication: |
2022
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Authors: | Nguyen Thi Kim Anh ; Loc Dong Truong ; Friday, H. S. |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 10.2022, 1, Art.-No. 3, p. 1-12
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Subject: | HOSE | index futures expiration-day effects | market returns | market volatility | trading volume | Index-Futures | Index futures | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Aktienindex | Stock index |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs10010003 [DOI] hdl:10419/257822 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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