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
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!