Holiday effects in the US equity futures markets
Constantine Dzhabarov, William T Ziemba
| Year of publication: |
2021
|
|---|---|
| Authors: | Ziemba, William T. ; Dzhabarov, Constantine |
| Published in: |
The journal of prediction markets. - Buckingham : Univ. of Buckingham Press, ISSN 1750-6751, ZDB-ID 2388613-4. - Vol. 15.2021, 3, p. 105-112
|
| Subject: | holiday effects in equity futures | small and large cap stocks | futures anticipations | seasonality | USA | United States | Saisonale Schwankungen | Seasonal variations | Derivat | Derivative | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Zeit | Time |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5750/jpm.v15i3.1964 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013162265