Expiration day effects : the case of Hong Kong
Year of publication: |
2003
|
---|---|
Authors: | Chow, Yin-foon ; Yung, Haynes H. M. ; Zhang, Hua |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 23.2003, 1, p. 67-86
|
Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Index-Futures | Index futures | Hongkong | Hong Kong | 1990-1999 |
-
Chai, Shanglei, (2015)
-
Dong, Yan, (2016)
-
Ho, Richard Yan-ki, (1998)
- More ...
-
An empirical investigation of the GARCH option pricing model : hedging performance
Yung, Haynes H. M., (2003)
-
Expiration day effects: The case of Hong Kong
Ying‐Foon Chow, (2003)
-
An empirical investigation of the GARCH option pricing model: Hedging performance
Yung, Haynes H. M., (2003)
- More ...