Expiration day effects of stock and index futures on the Warsaw Stock Exchange
Milena Suliga, Tomasz Wójtowicz
| Year of publication: |
2019
|
|---|---|
| Authors: | Suliga, Milena ; Wójtowicz, Tomasz |
| Published in: |
Bank i kredyt. - Warszawa, ISSN 0137-5520, ZDB-ID 2374691-9. - Vol. 50.2019, 1, p. 45-82
|
| Subject: | futures market | expiration day effects | stock market | event study | Index-Futures | Index futures | Aktienmarkt | Stock market | Börsenkurs | Share price | Börsenhandel | Stock exchange trading | Volatilität | Volatility | Polen | Poland |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012502760