Expiration day effects of stock and index futures on the Warsaw Stock Exchange before and in the initial phase of the COVID-19 pandemic
Milena Suliga
| Year of publication: |
2023
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|---|---|
| Authors: | Suliga, Milena |
| Published in: |
Managerial economics. - Kraków : AGH University of Science and Technology Press, ISSN 2353-3617, ZDB-ID 2786996-9. - Vol. 24.2023, 1, p. 39-82
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| Subject: | COVID-19 | event study | expiration day effects | futures market | high-frequency data | stock market | Warsaw Stock Exchange | Coronavirus | Index-Futures | Index futures | Börsenkurs | Share price | Polen | Poland | Börsenhandel | Stock exchange trading | Aktienmarkt | Stock market | Ereignisstudie | Event study |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.7494/manage.2023.24.1.39 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014556686