Calendar anomalies in cash and stock index futures: International evidence

Keyphrases

• Stock Index Futures 100%
• Calendar Effects 100%
• Future Index 100%
• Calendar Anomalies 100%
• Low Volatile 100%
• Greece 50%
• Regime Switching 50%
• Risk Manager 50%
• Futures Markets 50%
• Eternal Return 50%
• Market Situation 50%
• Daily Data 50%
• S&P 500 50%
• Seasonal Pattern 50%
• FTSE 100 50%
• Basis Risk 50%
• Financial Risk 50%
• Seasonal Effects 50%

Economics, Econometrics and Finance

• Stock Index 100%
• Index Futures 100%
• Calendar Effect 100%
• Regime Switching 25%
• Financial Risk 25%