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The impact of equity option expirations on the prices of non-expiring options
- Source :
- Review of Financial Economics. Spring 1995, Vol. 4 Issue 2, p109, 15 p.
- Publication Year :
- 1995
-
Abstract
- Introduction The stock market crash of 1987 generated considerable debate over the impact of derivative security trading on the prices and volatilities of the underlying securities. The debate specifically focused [...]
Details
- Language :
- English
- ISSN :
- 10583300
- Volume :
- 4
- Issue :
- 2
- Database :
- Gale General OneFile
- Journal :
- Review of Financial Economics
- Publication Type :
- Academic Journal
- Accession number :
- edsgcl.17430581