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Our data says that the document:

Bogdan, Batrinca ; Christian W, Hesse ; Philip C, Treleaven. (2020) Expiration day effects on European trading volumes.
In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-019-01627-2.

Full description at Econpapers

cites:

Chiang C-H (2009) Trading volume, returns and option expiration date. Columbia University, New York.

but, as far as we know, such cited document is not available on RePEc.

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