Expiration day effects of stock and index futures on the Warsaw Stock Exchange
Year of publication: |
2019
|
---|---|
Authors: | Suliga, Milena ; Wójtowicz, Tomasz |
Published in: |
Bank i kredyt. - Warszawa, ISSN 0137-5520, ZDB-ID 2374691-9. - Vol. 50.2019, 1, p. 45-82
|
Subject: | futures market | expiration day effects | stock market | event study | Börsenkurs | Share price | Index-Futures | Index futures | Aktienmarkt | Stock market | Börse | Bourse | Aktienindex | Stock index | Volatilität | Volatility | Polen | Poland |
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