A careful re-examination of seasonality in international stock markets : comment on sentiment and stock returns
Year of publication: |
2012
|
---|---|
Authors: | Kamstra, Mark J. ; Kramer, Lisa A. ; Levi, Maurice D. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 4, p. 934-956
|
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Großbritannien | United Kingdom | Saisonale Schwankungen | Seasonal variations | Aktienmarkt | Stock market | Welt | World | Internationaler Finanzmarkt | International financial market |
-
Kamstra, Mark J., (2011)
-
Is the value effect seasonal? : evidence from global equity markets
Das, Praveen K., (2012)
-
Seasonality in international portfolio diversification
Tang, Gordon Y. N., (1996)
- More ...
-
Losing sleep at the market : the daylight saving anomaly
Kamstra, Mark J., (2000)
-
Winter blues : a SAD stock market cycle
Kamstra, Mark J., (2003)
-
Winter blues : a SAD stock market cycle
Kamstra, Mark J., (2002)
- More ...