مرکز منطقه ای اطلاع رساني علوم و فناوري - Availability and settlement of individual stock futures and options expiration-day effects: evidence from high-frequency data

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 :

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 :