مرکز منطقه ای اطلاع رساني علوم و فناوري - Do expirations of Hang Seng\Index derivatives affect stock market volatilit

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 :

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

Link To Document :