"Futures Options Expiration and Volatility in the Stock Index Futures Market" by G. D. Hancock

Faculty Selected Works of Gwendolyn D'Anne Hancock-Weise

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Article

Futures Options Expiration and Volatility in the Stock Index Futures Market

Journal of Futures Markets (1991)

G. D. Hancock, University of Missouri-St. Louis

Disciplines

Business Administration, Management, and Operations

Publication Date

1991

Citation Information

G. D. Hancock. "Futures Options Expiration and Volatility in the Stock Index Futures Market" Journal of Futures Markets Vol. 11 (1991) p. 319 - 330
Available at: http://works.bepress.com/gwendolyn-weise/22/