Expiration‐Day Effects and the Impact of Short Trading Breaks on Intraday Volatility: Evidence from the Indian Market
| Year of publication: |
2013
|
|---|---|
| Authors: | Agarwalla, Sobhesh Kumar ; Pandey, Ajay |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 33.2013, 11, p. 1046-1070
|
| Publisher: |
John Wiley & Sons, Ltd. |