Do Seasonal Anomalies Still Work?
Dzhabarov, Constantine, Ziemba, William T.
Published in Journal of portfolio management (01.04.2010)
Published in Journal of portfolio management (01.04.2010)
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Journal Article
Sell in May and go away: the evidence in the international equity index futures markets
Dzhabarov, Constantine, Ziegler, Alexandre, Ziemba, William T.
Published in Quantitative finance (01.02.2018)
Published in Quantitative finance (01.02.2018)
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Journal Article