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Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange - MaRDI portal

Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange (Q2201299)

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Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange
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    Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange (English)
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    29 September 2020
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    tick-by-tick data
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    futures market
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    expiration-day effects
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    Warsaw stock exchange
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