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