Seasonal effects in S&P 100 index option returns
Year of publication: |
1993
|
---|---|
Authors: | Cotner, John S. |
Other Persons: | Nayar, Nandkumar (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 13.1993, 5, p. 453-467
|
Subject: | Index-Futures | Index futures | USA | United States | Saisonale Schwankungen | Seasonal variations | 1985-1989 |
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