The author would like to thank an anonymous referee, Lars Nordén, Björn Hagströmer, Birger Nilsson, Jarkko Peltomäki, Goran Zafirov, Dong Zhang, Mohammad Irani; and seminar participants at Stockholm University (2011) for their helpful comments and suggestions. Remaining errors are the author's responsibility. Part of the work for this study was done when the author was visiting the Institute for Financial Research (now Sweden House of Finance). The author thanks Anders Anderson, Per Strömberg and the Institute for Financial Research for research support. The author is also grateful to the Jan Wallander and Tom Hedelius foundation and the Tore Browaldh foundation for research support.
Expiration-Day Effects of Stock and Index Futures and Options in Sweden: The Return of the Witches
Article first published online: 15 APR 2013
© 2013 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 34, Issue 9, pages 868–882, September 2014
How to Cite
Xu, C. (2014), Expiration-Day Effects of Stock and Index Futures and Options in Sweden: The Return of the Witches. J. Fut. Mark., 34: 868–882. doi: 10.1002/fut.21620
- Issue published online: 21 JUL 2014
- Article first published online: 15 APR 2013
- Manuscript Accepted: 1 MAR 2013
- Manuscript Received: 1 OCT 2012
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