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"Impact of futures expiration on underlying stocks: intraday analysis for ..."

Henryk Gurgul, Milena Suliga (2020)

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DOI: 10.1007/S10100-018-00606-9

access: open

type: Journal Article

metadata version: 2021-10-14

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Henryk Gurgul, Milena Suliga:
Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange. Central Eur. J. Oper. Res. 28(3): 869-904 (2020)

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