• Title of article

    Do expirations of Hang Seng\Index derivatives affect stock market volatilit

  • Author/Authors

    Nicolas P. B. Bollen، نويسنده , , Robert E. Whaley، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1999
  • Pages
    18
  • From page
    453
  • To page
    470
  • Keywords
    Stock\Index derivatives , Expiration-day effects , Hang Seng\Index
  • Journal title
    Pacific-Basin Finance Journal
  • Serial Year
    1999
  • Journal title
    Pacific-Basin Finance Journal
  • Record number

    249256