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Volumn 21, Issue 10, 2001, Pages 905-928

Option-expiration effects in small markets: The Spanish stock exchange

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EID: 0035614379     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.2002     Document Type: Article
Times cited : (26)

References (18)
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    • Expiration-day effects of index futures and options: Some Canadian evidence
    • September-October
    • Chamberlain, T. W., Cheung, C. S., & & Kwan, C. C. Y. (1989, September-October). Expiration-day effects of index futures and options: some Canadian evidence. Financial Analysts Journal, 67-71
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  • 6
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    • Chen, C.1    Williams, J.2
  • 7
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  • 8
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    • 84993924525 scopus 로고
    • Measuring and testing the impact of news on volatility
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  • 11
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    • Price movements and price discovery in futures and cash markets
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    • Glosten, L. R., Jagannathan, R., & Runkle, D. E. (1993). On the relation between the expected value and the volatility of the nominal excess return on stocks. Journal of Finance, 48, 1779-1801.
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  • 14
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