Availability and settlement of individual stock futures and options expiration-day effects: evidence from high-frequency data
| Year of publication: |
2005
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| Authors: | Lien, Donald ; Yang, Li |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 11142170. - Vol. 45.2005, 4-5, p. 730-747
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