The Journal of Derivatives

The Journal of Derivatives

4.11 - 1251 ratings - Source

Results Summary When we examine trading days individually, a pre- holiday effect for both exchange-open and exchange- closed holidays is evident for near contracts; a slightly weaker effect is observed in contracts farther from settlement.

Title:The Journal of Derivatives
Publisher: - 2001


You Must CONTINUE and create a free account to access unlimited downloads & streaming