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

被引：5
作者：
Dzhabarov, Constantine
Ziegler, Alexandre [1 ]
Ziemba, Andwilliam T. [2 ,3 ]
机构：
[1] Univ Zurich, Dept Banking & Finance, Zurich, Switzerland
[2] Univ British Columbia, Financial Modeling & Stochast Optimizat, Vancouver, BC, Canada
[3] London Sch Econ, Syst Risk Ctr, London, England
来源：
QUANTITATIVE FINANCE | 2018年 / 18卷 / 02期
关键词：
SEASONALITY; RETURNS;
D O I：
10.1080/14697688.2017.1406232
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
There are teeth in the old saw. © 2017 Informa UK Limited, trading as Taylor & Francis Group.
引用
收藏
页码：171 / 181
页数：11
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