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An alternative methodology for measuring expiration day price effects at Friday's close: The expected price reversal—A note
Author(s) -
Herbst Anthony F.,
Maberly Edwin 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.3990110609
Subject(s) - expiration , economics , expiration date , econometrics , monetary economics , medicine , chemistry , food science , respiratory system
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