Expiration‐Day Effects and the Impact of Short Trading Breaks on Intraday Volatility: Evidence from the Indian Market
| Year of publication: |
2013
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|---|---|
| Authors: | Agarwalla, Sobhesh Kumar ; Pandey, Ajay |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 33.2013, 11, p. 1046-1070
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