The Expiration Effects of Stock-Index Derivatives: Empirical Evidence from the Taiwan Futures Exchange
Year of publication: |
2006
|
---|---|
Authors: | Chou, Heng Chih ; Chen, Wei Ning ; Chen, Dar Hsin |
Published in: |
Emerging Markets Finance and Trade. - M.E. Sharpe, Inc., ISSN 1540-496X. - Vol. 42.2006, 5, p. 81-102
|
Publisher: |
M.E. Sharpe, Inc. |
Subject: | abnormal volume effect | expiration effect | price effect | price reversal | volatility effect |
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