Expiration Day Effect in Korean Stock Market: Wag the Dog?
Year of publication: |
2004-08-11
|
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Authors: | Park, Chang-Gyun ; Lim, Kyung-Mook |
Institutions: | Econometric Society |
Subject: | Derivatives | Expiration Day |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Econometric Society Far Eastern Meetings 2004 Number 758 |
Classification: | G18 - Government Policy and Regulation ; G21 - Banks; Other Depository Institutions; Mortgages ; L11 - Production, Pricing, and Market Structure Size; Size Distribution of Firms |
Source: |
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