Calendar Cycles, Infrequent Decisions, and the Cross Section of Stock Returns
Year of publication: |
2012
|
---|---|
Authors: | Jagannathan, Ravi ; Marakani, Srikant ; Takehara, Hitoshi ; Wang, Yong |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 58.2012, 3, p. 507-522
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | CCAPM | Japanese stock market | UK stock market | cross section of stock returns | infrequent decisions | deterministic cycles | calendar cycles |
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