Expiration and maturity effect: empirical evidence from the Spanish spot and futures stock index

Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects

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Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off?

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Expiration and maturity effect: empirical evidence from the Spanish spot and futures stock index

Arago, Vicent, (2002)