Returns and option activity over the option-expiration week for S&P 100 stocks
Year of publication: |
2013
|
---|---|
Authors: | Stivers, Christopher T. ; Sun, Licheng |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 11, p. 4126-4240
|
Subject: | Option expiration | Stock returns | Option delta hedging | Kapitaleinkommen | Capital income | Aktienoption | Stock option | Hedging | Optionsgeschäft | Option trading |
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