Expiration day effects of index options and futures /

Bibliographic Details

Main Author:	Stoll, Hans R.
Corporate Author:	New York University
Other Authors:	Whaley, Robert E. (Robert Edward), 1953-
Format:	Book
Language:	English
Published:	[New York, N.Y.] : Salomon Bros. Center for the Study of Financial Institutions, Graduate School of Business Administration, New York University, [©1987]
Series:	Monograph series in finance and economics ; monograph 1986-3.
Subjects:	Stock index futures. Arbitrage. Options (Finance) Hedging (Finance) Marchés à terme d'indices boursiers. Options (Finances) Couverture (Finances)