Price reversal as potential expiration day effect of stock and index futures : evidence from Warsaw Stock Exchange
Year of publication: |
2017
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Authors: | Suliga, Milena |
Published in: |
Managerial economics. - Kraków : AGH University of Science and Technology Press, ISSN 2353-3617, ZDB-ID 2786996-9. - Vol. 18.2017, 2, p. 201-225
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Subject: | Börsenkurs | Share price | Index-Futures | Index futures | Polen | Poland | Volatilität | Volatility | Börse | Bourse | Aktienmarkt | Stock market |
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