Options expiration effects and the role of individual share futures contracts
| Year of publication: |
2003
|
|---|---|
| Authors: | Lien, Donald ; Yang, Li |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 23.2003, 11, p. 1107-1118
|
| Publisher: |
John Wiley & Sons, Ltd. |