Add to ORKG"This paper examines any abnormal change in the trading volume, three-month LIBOR, daily and intraday volatility of Eurodollar futures prices around expiration days over a ten year period."--Abstract
There are many inherent risks in the world of finance. Several techniques may be employed to reduce ...
Euro-deposit futures play a relevant role among the derivative products traded in official markets. ...
By employing high-frequency data, a series of minute-by-minute HSI data, this paper examines whether...
Intraday-Volatility and Expiration Day Effects on the German Stock Market This paper is aimed a...
This paper studies an impact of futures expiration days on the Polish equity market. From three pote...
This paper studies the effect of the expiration day of index options and futures on the trading volu...
Abstract This paper examines the intraday trading activities of index stocks on the common expiratio...
This study investigates the effect of periodic events, such as the stock index futures and options e...
This study attempts to examine whether potential expiration effects exist on the NSE Nifty index by ...
This paper examines the existence of expiration day effects of stock and index derivatives on the Wa...
High volatility in the stock market is often attributed to derivative expirations. The National Stoc...
This paper investigates empirically smoothing-out ratios and average holding periods of different Eu...
This study investigates the expiration effects of stock index futures before and after the introduct...
Despite the great success of the derivatives market, several concerns were expressed regarding the a...
There are many inherent risks in the world of finance. Several techniques may be employed to reduce ...
Euro-deposit futures play a relevant role among the derivative products traded in official markets. ...
By employing high-frequency data, a series of minute-by-minute HSI data, this paper examines whether...
Intraday-Volatility and Expiration Day Effects on the German Stock Market This paper is aimed a...
This paper studies an impact of futures expiration days on the Polish equity market. From three pote...
This paper studies the effect of the expiration day of index options and futures on the trading volu...
Abstract This paper examines the intraday trading activities of index stocks on the common expiratio...
This study investigates the effect of periodic events, such as the stock index futures and options e...
This study attempts to examine whether potential expiration effects exist on the NSE Nifty index by ...
This paper examines the existence of expiration day effects of stock and index derivatives on the Wa...
High volatility in the stock market is often attributed to derivative expirations. The National Stoc...
This paper investigates empirically smoothing-out ratios and average holding periods of different Eu...
This study investigates the expiration effects of stock index futures before and after the introduct...
Despite the great success of the derivatives market, several concerns were expressed regarding the a...
There are many inherent risks in the world of finance. Several techniques may be employed to reduce ...
Euro-deposit futures play a relevant role among the derivative products traded in official markets. ...
By employing high-frequency data, a series of minute-by-minute HSI data, this paper examines whether...