Do expirations of Hang Seng Index derivatives affect stock market volatility?

Details

Language :

English

ISSN :

0927538X

Volume :

7

Issue :

5

Database :

Supplemental Index

Journal :

Pacific-Basin Finance Journal

Publication Type :

Periodical

Accession number :

ejs3462300

Full Text :

https://doi.org/10.1016/S0927-538X(99)00022-0