The disappearing January/turn of the year effect : evidence from stock index futures and cash markets
Year of publication: |
2004
|
---|---|
Authors: | Szakmary, Andrew Charles ; Kiefer, Dean B. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 24.2004, 8, p. 755-784
|
Subject: | Index-Futures | Index futures | Aktienmarkt | Stock market | Zeit | Time | Schätzung | Estimation | USA | United States |
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