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September 1, 1989Financial Analysts Journal

Expiration-Day Effects of Index Futures and Options: Some Canadian Evidence

Trevor W. Chamberlain C. Sherman Cheung Clarence C. Y. Kwan

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Abstract

(1989). Expiration-Day Effects of Index Futures and Options: Some Canadian Evidence. Financial Analysts Journal: Vol. 45, No. 5, pp. 67-71.

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Chamberlain et al. (1989) studied this question.

synapsesocial.com/papers/6a7d163697c2c6e465964f4b https://doi.org/10.2469/faj.v45.n5.67

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