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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| English | 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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