The impact of equity option expirations on the prices of non‐expiring options
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DOI: 10.1016/1058-3300(95)90001-2
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- Broughton, John B. & Chance, Don M. & Smith, David M., 1995. "The impact of equity option expirations on the prices of non-expiring options," Review of Financial Economics, Elsevier, vol. 4(2), pages 109-123.
References listed on IDEAS
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