Citations: Monthly seasonality of the returns and volatility of the IBEX-35 index and its futures contract

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Josep García Blandón. (2008) Rendimientos estacionales en la Bolsa española: Importancia del tamaño de la empresa. Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad 37:139, pages 527-540.
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K. Maris, K. Nikolopoulos, K. Giannelos & V. Assimakopoulos. (2007) Options trading driven by volatility directional accuracy. Applied Economics 39:2, pages 253-260.
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Monthly seasonality of the returns and volatility of the IBEX-35 index and its futures contract

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Monthly seasonality of the returns and volatility of the IBEX-35 index and its futures contract

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