Availability and settlement of individual stock futures and options expiration-day effects : evidence from high-frequency data

Donald Lien, Li Yang

Year of publication:	2005
Authors:	Lien, Da-hsiang Donald ; Li, Yang
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 1114217-0. - Vol. 45.2005, 4/5, p. 730-747
Subject:	Aktienoption \| Stock option \| Futures \| Fälligkeit \| Maturity \| Kapitaleinkommen \| Capital income \| Volatilität \| Volatility \| Handelsvolumen der Börse \| Trading volume \| Australien \| Australia \| 1993-1997

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