The expiration day effect of index options and index futures on the underlying shares
Karl Felixson
| Year of publication: |
Sept. 2002 ; [Elektronische Ressource]
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|---|---|
| Other Persons: | Felixson, Karl (contributor) |
| Institutions: | Svenska Handelshögskolan <Helsinki> (contributor) |
| Publisher: |
Helsingfors : Svenska Handelshögskolan |
| Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Volatilität | Volatility |
| Extent: | Online-Ressource, 20 p. = 77 KB, text ill |
|---|---|
| Series: | Meddelanden från Svenska Handelshögskolan. - Helsingfors : [Verlag nicht ermittelbar], ISSN 0357-4598, ZDB-ID 2172605-X. - Vol. 473 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | nBibliography Systemvoraussetzungen: Acrobat reader |
| ISBN: | 951-555-746-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001706918