Day of the week effects, information seasonality, and higher moments of security returns
Year of publication: |
1997
|
---|---|
Authors: | Aggarwal, Raj |
Other Persons: | Schatzberg, John D. (contributor) |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 49.1997, 1, p. 1-20
|
Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Betriebsgröße | Firm size | USA | United States | Saisonale Schwankungen | Seasonal variations | 1980-1993 |
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