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The January effect, arbitrage opportunities, and derivative securities: Has anything changed?
Author(s) -
Maberly Edwin D.,
Maris Brian A.
Publication year - 1991
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990110210
Subject(s) - citation , arbitrage , futures contract , economics , value (mathematics) , derivative (finance) , financial economics , classics , history , law , political science , mathematics , statistics