Risk-adjusted day-of-the-week, day-of-the-month, and month-of-the-year effects on stock indexes and stock index futures
Shahriar Khaksari and Edward L. Bubnys
| Year of publication: |
1992
|
|---|---|
| Authors: | Khaksari, Shahriar |
| Other Persons: | Bubnys, Edward L. (contributor) |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 27.1992, 4, p. 531-552
|
| Subject: | Börsenkurs | Share price | Derivat | Derivative | Index-Futures | Index futures | USA | United States | Saisonale Schwankungen | Seasonal variations | 1982-1988 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001143738