Title of article
Availability and settlement of individual stock futures and options expiration-day effects: evidence from high-frequency data
Author/Authors
Donald Lien، نويسنده , , Dar-Li Yang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
18
From page
730
To page
747
Keywords
Settlement method of futures contract , Individual stock futures , Expiration-day effects
Journal title
Quarterly Review of Economics and Finance
Serial Year
2005
Journal title
Quarterly Review of Economics and Finance
Record number
178498
Link To Document