Expiration day effects on European trading volumes
Year of publication: |
2020
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Authors: | Batrinca, Bogdan ; Hesse, Christian W. ; Treleaven, Philip C. |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 58.2020, 4, p. 1603-1638
|
Subject: | Trading volume | Expiration day effect | Behavioural finance | European stock market | Feature selection | EU-Staaten | EU countries | Handelsvolumen der Börse | Aktienmarkt | Stock market | Volatilität | Volatility | Börsenkurs | Share price | Anlageverhalten | Europa | Europe | Schätzung | Estimation |
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