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Whatever Happened to the Triple Witching Hour? · Study

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ArticleWhatever Happened to the Triple Witching Hour?

Unknown author1993

Article1993

Whatever Happened to the Triple Witching Hour?

Unknown author

35 citations·0/0 files stored·Financial Analysts Journal

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

Abstract

(1993). Whatever Happened to the Triple Witching Hour? Financial Analysts Journal: Vol. 49, No. 3, pp. 66-72.

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References

1989Black Monday and the future of financial markets 1987Program Trading and Expiration-Day Effects 1980The Effects of Capital Structure Change on Security Prices: A Study of Exchange Offers 1990Stock index futures, expiration day volatility, and the “special” friday opening: A note

Cited by

2001Expiration-day effect: evidence from high-frequency data in the Hong Kong stock market 2013Expiration‐Day Effects and the Impact of Short Trading Breaks on Intraday Volatility: Evidence from the Indian Market 2006New evidence on expiration-day effects usingrealized volatility: An intraday analysis for the Spanish stock exchange 2006The Expiration Effects of Stock-Index Derivatives: Empirical Evidence from the Taiwan Futures Exchange

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2013Expiration‐Day Effects and the Impact of Short Trading Breaks on Intraday Volatility: Evidence from the Indian Marketarticle · 2 shared references 2001Expiration-day effect: evidence from high-frequency data in the Hong Kong stock marketarticle · 2 shared references 2006New evidence on expiration-day effects usingrealized volatility: An intraday analysis for the Spanish stock exchangearticle · 2 shared references 1996Stock Market Crashes, Precursors and Replicasarticle · 1 shared reference 2003Critical market crashesarticle · 1 shared reference 1997Large financial crashesarticle · 1 shared reference

Details

Year1993

Typearticle

Published1993-05-01

VenueFinancial Analysts Journal

ISSN-L0015-198X

Languageen

Citations35

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2469/faj.v49.n3.66

openalex_workW2037608653

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