The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements

1998 ◽  
Vol 6 (2) ◽  
pp. 7-17 ◽  
Author(s):  
Owain ap Gwilym ◽  
Mike Buckle ◽  
Andrew D Clare ◽  
Stephen H Thomas
Keyword(s):  
Interest Rate ◽  
Futures Markets ◽  
Index Futures ◽  
Macroeconomic Announcements ◽  
Equity Index Futures ◽  
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
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