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Sell in May and go away: the evidence in the international equity index futures markets (2017)

First Author: Dzhabarov C

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/14697688.2017.1406232

Publication URI: http://dx.doi.org/10.1080/14697688.2017.1406232

Type: Journal Article/Review

Parent Publication: Quantitative Finance

Issue: 2