Seasonal patterns in the South African share index futures market
In this article three near futures contracts are examined, namely the All Share Near Future, the All Industrial Near Future and the All Gold Near Future, to determine whether daily futures returns exhibit well-documented seasonal patterns. The detection of seasonal patterns in the daily returns for...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AOSIS
1994-12-01
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| Series: | South African Journal of Business Management |
| Online Access: | https://sajbm.org/index.php/sajbm/article/view/855 |