The role of fleeting orders on option expiration days Article

Figueiredo, Antonio, Jain, Pankaj, Mishra, Suchismita. (2023). The role of fleeting orders on option expiration days . QUANTITATIVE FINANCE, 23(10), 1511-1529. 10.1080/14697688.2023.2229375

cited authors

  • Figueiredo, Antonio; Jain, Pankaj; Mishra, Suchismita

sustainable development goals

authors

publication date

  • October 3, 2023

published in

keywords

  • BEHAVIOR
  • Business & Economics
  • Business, Finance
  • EARLY EXERCISE
  • Economics
  • MANIPULATION
  • MARKET
  • Market manipulation
  • Market microstructure
  • Mathematical Methods In Social Sciences
  • Mathematics
  • Mathematics, Interdisciplinary Applications
  • Option expiration
  • Order dynamics
  • Physical Sciences
  • Science & Technology
  • Social Sciences
  • Social Sciences, Mathematical Methods

Digital Object Identifier (DOI)

publisher

  • ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD

start page

  • 1511

end page

  • 1529

volume

  • 23

issue

  • 10