This paper studies the monthly expiration effect in the bitcoin markets. The emergence of
trading in bitcoin futures in regulated markets is an ideal occasion to test this effect on an …

One distinct feature of the Indian stock market is the large trading volume of single stock
futures, which are cash settled on the basis of the volume‐weighted average spot prices of …

Abstract Contracts for Difference (CFDs) are a significant financial innovation in the design
of futures contracts. Over‐the‐counter trading in the UK is significant and has created …

Based on high-frequency data, this study is concerned with the effects of stock futures
expirations on the spot market on the Warsaw Stock Exchange. The typical effects of futures …

Abstract Recently, the NASDAQ‐OMX Nordic Exchange announced a change of expiration
day for the OMXS 30 index futures and options. The OMXS 30 index derivatives used to …

This study examines the intraday trading activities of index stocks on the common expiration
day of index derivatives. In Hong Kong, index futures and index options use an Asian‐style …

This study attempts to examine whether potential expiration effects exist on the NSE Nifty
index by comparing the trading volume and return process at expiration with a comparison …

Fast Moving Consumer Goods (FMCG) goods are all consumable items (other than
groceries/pulses) that one needs to buy at regular intervals. These are items which are used …

On-grid integration of renewable energy, also called “green power”, is attracting more and
more attention nowadays. Green power futures can be effective in increasing returns to …

We studied the intraday effects of return overreactions around extreme negative one-minute
interval returns of Nasdaq100 constituents based on nanosecond data. An extreme negative …