SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Whatever Happened to the Triple Witching Hour?
4 references·4 citing·24 second hop
Whatever Happened to the Triple Witching Hour? (1993)Whatever Happened to the Triple Witching …Stock index futures, expiration day volatility, and the “special” friday opening: A note (1990)Stock index futures, expirati…Black Monday and the future of financial markets (1989)Black Monday and the future o…Program Trading and Expiration-Day Effects (1987)Program Trading and Expiratio…The Effects of Capital Structure Change on Security Prices: A Study of Exchange Offers (1980)The Effects of Capital Struct…Expiration‐Day Effects and the Impact of Short Trading Breaks on Intraday Volatility: Evidence from the Indian Market (2013)Expiration‐Day Effects and th…The Expiration Effects of Stock-Index Derivatives: Empirical Evidence from the Taiwan Futures Exchange (2006)The Expiration Effects of Sto…New evidence on expiration-day effects usingrealized volatility: An intraday analysis for the Spanish stock exchange (2006)New evidence on expiration-da…Expiration-day effect: evidence from high-frequency data in the Hong Kong stock market (2001)Expiration-day effect: eviden…The effects of capital structure change on security prices (1980)Expiration‐Day Effects of the All Ordinaries Share Price Index Futures: Empirical Evidence and Alternative Settlement Procedures (1997)A Theory of Intraday Patterns: Volume and Price Variability (1988)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Modeling and Forecasting Realized Volatility (2003)Does Futures Trading Increase Stock Market Volatility? (1988)Futures-Trading Activity and Stock Price Volatility (1992)Availability and settlement of individual stock futures and options expiration-day effects: evidence from high-frequency data (2005)Expiration day effects of Taiwan index futures: The case of the Singapore and Taiwan Futures Exchanges (2006)A transaction data study of weekly and intradaily patterns in stock returns (1986)The behavior of the volatility implicit in the prices of stock index options (1988)Stock price clustering on option expiration dates (2005)Measuring Closing Price Manipulation (2009)Stock return variances (1986)Intraday periodicity and volatility persistence in financial markets (1997)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Tax Consequences of Long‐Run Pension Policy* (2006)Underpricing in the Corporate Bond Market (2006)Financial Reporting and Conflicting Managerial Incentives: The Case of Management Buyouts (2008)Stock Market Crashes, Precursors and Replicas (1996)Large financial crashes (1997)Critical market crashes (2003)
this work references cited by second hop

References

  • 1989Black Monday and the future of financial markets249 cited
  • 1987Program Trading and Expiration-Day Effects207 cited
  • 1980The Effects of Capital Structure Change on Security Prices: A Study of Exchange Offers76 cited
  • 1990Stock index futures, expiration day volatility, and the “special” friday opening: A note44 cited

Cited by

  • 2001Expiration-day effect: evidence from high-frequency data in the Hong Kong stock market25 cited
  • 2013Expiration‐Day Effects and the Impact of Short Trading Breaks on Intraday Volatility: Evidence from the Indian Market25 cited
  • 2006New evidence on expiration-day effects usingrealized volatility: An intraday analysis for the Spanish stock exchange25 cited
  • 2006The Expiration Effects of Stock-Index Derivatives: Empirical Evidence from the Taiwan Futures Exchange20 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work