Expiration day effects of index futures and options : evidence from a market with a long settlement period

Per Alkebäck; Niclas Hagelin

Year of publication:	2000
Authors:	Alkebäck, Per ; Hagelin, Niclas
Published in:	Empirical essays on financial markets, firms, and derivates. - Stockholm, ISBN 91-7265-048-6. - 2000, p. 43-63
Subject:	Aktienindex \| Stock index \| Index-Futures \| Index futures \| Volatilität \| Volatility \| Theorie \| Theory

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