Expiration day effects of Taiwan index futures: The case of the Singapore and Taiwan Futures Exchanges
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference23 articles.
1. Expiration day effects of index futures and options: Evidence from a market with a long settlement period;Alkebäck;Applied Financial Economics,2004
2. Expiration and maturity effect: Empirical evidence from the Spanish spot and futures stock index;Aragó;Applied Economics,2002
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