New evidence on expiration-day effects using realized...

New evidence on expiration-day effects using realized volatility: An intraday analysis for the Spanish stock exchange

M. Illueca, J. A. LaFuente
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
26
Year:
2006
Language:
english
Pages:
16
DOI:
10.1002/fut.20220
File:
PDF, 169 KB
english, 2006
Conversion to is in progress
Conversion to is failed