Bhaumik, Sumon; Bose, Suchismita - William Davidson Institute, University of Michigan - 2007
expiration day effects, as well as GARCH models and their use in financial
economics. They remain responsible for all remaining … errors.
**
Corresponding author. Address: Economics and Finance, School of Social Sciences, Brunel
University, Marie …, Applied Financial Economics, 14:6, 385-396.
Bollen, N.P.B. and R.E. Whaley (1999). Do expirations of Hang Seng index …