Expiration day effects: The case of Hong Kong-Reference-Cited by-同舟云学术

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Expiration day effects: The case of Hong Kong

Published:2002-11-21 Issue:1 Volume:23 Page:67-86
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J. Fut. Mark.

Author:

Chow Ying-Foon,Yung Haynes H. M.,Zhang Hua

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference22 articles.

1. A monthly effect in stock returns

2. Option expirations and treasury bond futures prices

3. Expiration-Day Effects of Index Futures and Options: Some Canadian Evidence

4. Intraday stock return volatility: The Hong Kong evidence

5. Whatever Happened to the Triple Witching Hour?

Cited by 43 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Is there an expiration effect in the bitcoin market?;International Review of Economics & Finance;2023-05

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3. Is There Any Witching in the Cryptocurrency Market?;Journal of Risk and Financial Management;2022-02-21

4. Expiration-Day Effects of Index Futures in a Frontier Market: The Case of Ho Chi Minh Stock Exchange;International Journal of Financial Studies;2021-12-29

5. Expiration-Day Effects on Index Futures: Evidence from Indian Market;The Journal of Asian Finance, Economics and Business;2020-11-30

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