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Here's another interesting piece - suggesting it's better to short the market when OE closes down on Friday:
https://marketsci.wordpress.com/2009/07/03/revisiting-the-day-after-options-expiration/
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Here's another interesting piece -
Anyone here trade the statistically bearish week that follows triple ...
Posted by frtaylor on 20th of Mar 2015 at 01:21 pm
Here's another interesting piece - suggesting it's better to short the market when OE closes down on Friday:
https://marketsci.wordpress.com/2009/07/03/revisiting-the-day-after-options-expiration/