Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract
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- Vasileiou, Evangelos, 2018. "Is the turn of the month effect an “abnormal normality”? Controversial findings, new patterns and…hidden signs(?)," Research in International Business and Finance, Elsevier, vol. 44(C), pages 153-175.
- Camilleri, Silvio John, 2008. "Month-Related Seasonality of Stock Price Volatility: Evidence from the Malta Stock Exchange," MPRA Paper 62493, University Library of Munich, Germany.
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Keywords
Financial markets; Futures;NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2000-10-31 (Financial Markets)
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