Expiration-day effects on individual stocks and the overall market: Evidence from Taiwan

Keyphrases

• Taiwan 100%
• Volatility 100%
• Large Cap 100%
• Expiration Day 100%
• Individual Stocks 100%
• Expiration Day Effects 100%
• Index Futures 50%
• Large Volume 50%
• Volume Index 50%
• Higher Index 50%
• Medium Size 50%
• Taiwan Stock Exchange 50%
• High Volatility 50%
• Spot Market 50%
• Small Stock 50%
• Call Auction 50%
• Price Reversal 50%
• Price Manipulation 50%
• Individual Index 50%

Economics, Econometrics and Finance

• Volatility 100%
• Stock Index 66%
• Price 66%
• Index Futures 33%
• Stock Exchange 33%
• Auction 33%