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Sell in May and Go Away in the Equity Index Futures Markets, 1993-2019 (2020)

First Author: Dzhabarov C

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: http://www.systemicrisk.ac.uk/publications/special-papers/sell-may-and-go-away-equity-index-futures-markets-1993-2019

Type: Working Paper

Issue: SP 17