EconPapers    
Economics at your fingertips  
 

Availability and settlement of individual stock futures and options expiration-day effects: evidence from high-frequency data

Donald Lien and Li Yang ()

The Quarterly Review of Economics and Finance, 2005, vol. 45, issue 4-5, 730-747

Date: 2005
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S1062-9769(05)00008-6
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:quaeco:v:45:y:2005:i:4-5:p:730-747

Access Statistics for this article

The Quarterly Review of Economics and Finance is currently edited by R. J. Arnould and J. E. Finnerty

More articles in The Quarterly Review of Economics and Finance from Elsevier
Bibliographic data for series maintained by Haili He ().

 
Page updated 2020-11-13
Handle: RePEc:eee:quaeco:v:45:y:2005:i:4-5:p:730-747