Dzhabarov, Constantine; Ziegler, Alexandre; Ziemba, William T (2017). Sell in May and Go Away: The Evidence in the International Equity Index Futures Markets. Quantitative Finance, 18(2):171-181.
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| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 03 Faculty of Economics > Department of Banking and Finance |
| Dewey Decimal Classification: | 330 Economics |
| Scopus Subject Areas: | Social Sciences & Humanities > Finance
Social Sciences & Humanities > General Economics, Econometrics and Finance |
| Language: | English |
| Date: | 13 December 2017 |
| Deposited On: | 14 Mar 2018 13:06 |
| Last Modified: | 26 Nov 2023 08:07 |
| Publisher: | Taylor & Francis |
| ISSN: | 1469-7688 |
| OA Status: | Closed |
| Publisher DOI: | https://doi.org/10.1080/14697688.2017.1406232 |
| Related URLs: | https://www.tandfonline.com/doi/full/10.1080/14697688.2017.1406232 (Publisher) |
| Other Identification Number: | merlin-id:16241 |
Dzhabarov, Constantine