Work

Stock Market Volatility Around Expiration Days

Year: 1996

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.1996.407969

Author: G. Andrew Karolyi

Institution: Western University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2137492364

FWCI: 2.394

Cites: 25

Cited by: 50

Related to: 10