Witching days and abnormal profits in the us stock market
Author:
Affiliation:
1. Department of Economics and Finance, Brunel University London, London, UK
2. Sumy State University, Sumy, Ukraine
Funder
Ministry of Education and Science
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/23322039.2023.2182016
Reference35 articles.
1. Expiration day effects of index futures and options: evidence from a market with a long settlement period
2. Expiration and maturity effect: empirical evidence from the Spanish spot and futures stock index
3. Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks
4. Expiration day effects on European trading volumes
5. Do expirations of Hang Seng Index derivatives affect stock market volatility?
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