Risk-adjusted day-of-the-week, day-of-the-month, and month-of-the-year effects on stock indexes and stock index futures
Year of publication: |
1992
|
---|---|
Authors: | Khaksari, Shahriar |
Other Persons: | Bubnys, Edward L. (contributor) |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 27.1992, 4, p. 531-552
|
Subject: | Börsenkurs | Share price | Derivat | Derivative | Index-Futures | Index futures | USA | United States | Saisonale Schwankungen | Seasonal variations | 1982-1988 |
-
The daily distribution of changes in the price of stock index futures
Dyl, Edward A., (1986)
-
Predicting stock market volatility : a new measure
Fleming, Jeff, (1995)
-
Pricing futures on geometric indexes : a discrete time approach
Harel, Arie, (2007)
- More ...
-
Inter Market Efficiency: An Application of Inter battery APT to Mortgage-backed Securities
Bubnys, Edward L., (1993)
-
Bubnys, Edward L., (1985)
-
ARCH effects and efficient estimation of hedge ratios for stock index futures
Bera, Anil K., (1993)
- More ...