Expiration day effects of index options and futures
By: by Hans R. Stoll and Robert E. Whaley.
Contributors: Whaley, Robert E.; Salomon Brothers Center for the Study of Financial Institutions.
Series: Monograph series in finance and economics -- 1986-3.; Monograph series in finance and economics -- monograph 1986-3.
Publisher: Salomon Brothers Center for the Study of Financial Institutions, Graduate School of Business Administration, New York University, [1986]
Published: 1986
Place of publication: [New York, N.Y.]
Language: eng
Number of pages: 91
Subjects: Options (Finance); Hedging (Finance)
Notes: Bibliography: p. 71-72.