Stock index futures, expiration day volatility, and the “special” friday opening: A note
| Year of publication: |
1990
|
|---|---|
| Authors: | Herbst, Anthony F. ; Maberly, Edwin D. |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 10.1990, 3, p. 323-325
|
| Publisher: |
John Wiley & Sons, Ltd. |