Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange (Q2201299)

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scientific article; zbMATH DE number 7252391
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    Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange
    scientific article; zbMATH DE number 7252391

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      Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange (English)
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      29 September 2020
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      tick-by-tick data
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      futures market
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      expiration-day effects
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      Warsaw stock exchange
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