Calendar anomalies in cash and stock index futures : international evidence
Christos Floros; Enrique Salvador
| Year of publication: |
2014
|
|---|---|
| Authors: | Floros, Christos ; Salvador, Enrique |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 37.2014, p. 216-223
|
| Subject: | Futures | Spot | Turn-of-the-month | Day-of-the-week | Regime-switching model | Volatility | Volatilität | Kalendereffekt | Calendar effect | Index-Futures | Index futures | Börsenkurs | Share price | Welt | World | Aktienindex | Stock index |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010417707