Work

Expiration‐Day Effects and the Impact of Short Trading Breaks on Intraday Volatility: Evidence from the Indian Market

Year: 2013

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.21632

Authors: Sobhesh Kumar Agarwalla, Ajay Pandey

Institution: Indian Institute of Management Ahmedabad

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2154272185

FWCI: 2.325

Cites: 45

Cited by: 25

Related to: 10