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Expiration-Day Effects of Index Futures and...
Journal article

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

Authors

Chamberlain TW; Cheung CS; Kwan CCY

Journal

Financial Analysts Journal, Vol. 45, No. 5, pp. 67–71

Publisher

Taylor & Francis

Publication Date

September 1, 1989

DOI

10.2469/faj.v45.n5.67

ISSN

0015-198X
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