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: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 14.1994, 5, p. 511-529
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Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
freely available
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