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Expiration-day effects : what has changed?
Stoll, Hans R., (1991)
Program trading, portfolio insurance and the crash of 1987
Stulz, René M., (1988)
Does futures trading increase stock market volatility? : The US, Japan, the UK, and Hong Kong
Yi, Sang-bin, (1994)
The behaviour of some UK equity indices : an application of Hurst and BDS tests
Opong, Kwaku K., (1999)
The behaviour of equity trading volume on the London Stock Exchange
Opong, Kwaku K., (2000)
Equity option listing in the UK : a comparison of market-based research methodologies
Hamill, Philip A., (2002)