Information transmission in electronic versus open-outcry trading systems: An analysis of U.S. equity index futures markets

2005 ◽  
Vol 25 (7) ◽  
pp. 679-715 ◽  
Author(s):  
Aysegul Ates ◽  
George H. K. Wang
Keyword(s):  
Information Transmission ◽  
Futures Markets ◽  
Index Futures ◽  
Trading Systems ◽  
Equity Index Futures ◽  
Open Outcry ◽  
Equity Index

Sell in May and go away: the evidence in the international equity index futures markets

2017 ◽  
Vol 18 (2) ◽  
pp. 171-181 ◽  
Author(s):  
Constantine Dzhabarov ◽  
Alexandre Ziegler ◽  
William T. Ziemba
Keyword(s):  
Futures Markets ◽  
Index Futures ◽  
Equity Index Futures ◽  
International Equity ◽  
Equity Index

Sell-in-May-and-Go-Away in the Equity Index Futures Markets

Wilmott ◽  
2017 ◽  
Vol 2017 (92) ◽  
pp. 10-15 ◽  
Author(s):  
Constantine Dzhabarov ◽  
Bill Ziemba
Keyword(s):  
Futures Markets ◽  
Index Futures ◽  
Equity Index Futures ◽  
Equity Index
Sign in / Sign up

Export Citation Format

Share Document