An alternative methodology for measuring expiration day price effects at Friday's close: The expected price reversal—A note
| Year of publication: |
1991
|
|---|---|
| Authors: | Herbst, Anthony F. ; Maberly, Edwin D. |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 11.1991, 6, p. 751-754
|
| Publisher: |
John Wiley & Sons, Ltd. |