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Monthly seasonality of the ret...
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1
Momentum and monthly effect : an anomaly within an anomaly!
Cakici, Nusret
;
Chatterjee, Sris
- In:
International journal of banking, accounting and finance
2
(
2010
)
2
,
pp. 176-192
Persistent link: https://www.econbiz.de/10003985979
Saved in:
2
Trading-hour and day-of-the-week effects in grain futures returns
Liu, Shi-Miin
- In:
Review of futures markets
13
(
1994
)
3
,
pp. 861-896
Persistent link: https://www.econbiz.de/10001169327
Saved in:
3
Seasonality in the option market
Dickinson, Amy
- In:
The financial review : the official publication of the …
24
(
1989
)
4
,
pp. 529-540
Persistent link: https://www.econbiz.de/10001103534
Saved in:
4
Implied index volatilities and intraweek effects in the US equity market
Becker, Kent Gregory
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 297-308
Persistent link: https://www.econbiz.de/10001123282
Saved in:
5
Seasonal effects in the value line and Standard and Poor's 500 cash and futures returns
Çınar, E. Miné
- In:
Review of futures markets
10
(
1992
)
2
,
pp. 282-291
Persistent link: https://www.econbiz.de/10001136967
Saved in:
6
Holiday effects in the US equity futures markets
Ziemba, William T.
;
Dzhabarov, Constantine
- In:
The journal of prediction markets
15
(
2021
)
3
,
pp. 105-112
Persistent link: https://www.econbiz.de/10013162265
Saved in:
7
Seasonality in ex ante German stock index futures arbitrage : where do arbitrage profits in Germany come from?
Bamberg, Günter
-
1994
Persistent link: https://www.econbiz.de/10013374625
Saved in:
8
Pricing and hedging European energy derivatives : a case study of WTI oil options
Hsu, Chih-chen
;
Lin, Shih-kuei
;
Chen, Ting-fu
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
3
,
pp. 317-355
Persistent link: https://www.econbiz.de/10010408044
Saved in:
9
Intraday-Volatilität und Expiration-Day-Effekte am deutschen Aktienmarkt
Röder, Klaus
- In:
Kredit und Kapital
29
(
1996
)
2
,
pp. 244-276
Persistent link: https://www.econbiz.de/10001205112
Saved in:
10
Time-to-expiry seasonalities in eurofutures
Ballocchi, Giuseppe
;
Dacorogna, Michel M.
;
Gençay, Ramazan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
4
(
2000
)
4
,
pp. 227-231
Persistent link: https://www.econbiz.de/10001773148
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