A Time Series Test of Calendar Seasonalities in the S&P 500 Index Since the Introduction of Index Derivative Securities
| Year of publication: |
1994
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|---|---|
| Authors: | Cyr, Don ; Llewellyn, Tanya |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 14.1994, 5, p. 511-530
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