Expiration-day effects, settlement mechanism, and market ... ing for the market anomalies of expiration-day effects. ... markets, among them, the expiration-day effects, have been of great ... arrival, market manipulation, and regulatory policy. A variety of ... the timing of expiration effects but provide no evi-.
5 - 政大機構典藏:搜尋結果 - 國立政治大學 Trading mechanisms and trading preferences on a 24-hour futures market: A case study .... Expiration Day Effects and Market Manipulation: Evidence from Taiwan/ ... on expiration day effects by providing evi- dence from Taiwan, an important ...
Download full text - Taylor & Francis Online Calendar effects in Eastern European financial markets: evidence from the Czech Republic, ... Exchange rate adjustment and output in Greece and Cyprus: evi- dence from panel ... Expiration day effects of index futures and options: evidence from a market w
Market manipulation: A survey - ResearchGate 2 See “The day Dr Evil wounded a financial giant”, by Avinash Persaud and ..... expiration generally find that effects of manipulation can be found in the last hour.
How does the call market method affect price efficiency ... 2008年1月12日 - However, the beneficial impact from the call market method is asymmetric, benefiting ... reduces the occurrence of day-end price manipulation.
