Expiration day effects of index options and futures
By: by Hans R. Stoll and Robert E. Whaley
Contributors: Whaley, Robert E.; New York University. Graduate School of Business Administration; New York University
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
Published: 1987
Place of publication: New York
Language: eng
Number of pages: 91
Subjects: Stock index futures; Arbitrage; Options (Finance); Hedging (Finance)
Notes: Bibliography: p. 71-72.