What is the market's historical performance on a quadruple witching day?

A quadruple witching day is a day when all four of the following derivatives expire:
1. Equity options
2. Stock index futures
3. Stock index options
4. Single stock futures

Given that these are rather risky derivatives, I would expect a spike in volatility on the expiration day. However, I am wondering if this volatility has any ramifications (positive or negative) for the markets (i.e. Dow and S&P 500) in general.