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Futures option expirations and volatility in the stock index futures market
Author(s) -
Hancock G. D.
Publication year - 1991
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.3990110306
Subject(s) - futures contract , stock index futures , futures market , financial economics , volatility (finance) , index (typography) , stock market , economics , stock market index , computer science , world wide web , history , context (archaeology) , archaeology