Sell in May and go away: the evidence in the international equity index futures markets
Dzhabarov, Constantine, Ziegler, Alexandre, Ziemba, William T.Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2017.1406232
Date:
December, 2017
File:
PDF, 3.48 MB
english, 2017