Work

Availability and settlement of individual stock futures and options expiration-day effects: evidence from high-frequency data

Year: 2005

Type: article

Source: The Quarterly Review of Economics and Finance

DOI: 10.1016/j.qref.2004.06.002

Authors: Donald Lien, Li Yang

Institutions: The University of Texas at San Antonio, UNSW Sydney

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1972986362

FWCI: 0.569

Cites: 27

Cited by: 23

Related to: 10