Empirical Study of Expiration Effects of TX expiration days and Settlement days.
碩士 === 義守大學 === 管理研究所碩士班 === 94 === In America, the “Triple witching hours” is notorious. “Triple witching hours” is from index futures, index options and stock options settling in the same time, causes occasional abnormal stock price movements. This study is curious about the phenomenon of expirati...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/62571468594577984083 |