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Stock index futures, expiration day volatility, and the “special” friday opening: A note
Author(s) -
Herbst Anthony F.,
Maberly Edwin D.
Publication year - 1990
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990100309
Subject(s) - futures contract , stock index futures , stock (firearms) , index (typography) , economics , library science , management , stock market index , financial economics , stock market , history , computer science , archaeology , world wide web , context (archaeology)
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