The CAPM and the calendar : empirical anomalies and the risk-return relationship
Year of publication: |
1992
|
---|---|
Authors: | Cadsby, Charles Bram |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 38.1992, 11, p. 1543-1561
|
Subject: | CAPM | Risiko | Risk | Kapitaleinkommen | Capital income | USA | United States | Saisonale Schwankungen | Seasonal variations | 1963-1985 |
-
The risk-return tradeoff : is January special?
Pettengill, Glenn N., (1992)
-
Seasonals, price adjustment delays and estimated systematic risk
Taube, Paul M., (1994)
-
Beyond the random walk : a guide to stock market anomalies and low risk investing
Singal, Vijay, (2006)
- More ...
-
The CAPM and the Calendar: Empirical Anomalies and the Risk-Return Relationship
Cadsby, Charles Bram, (1992)
-
Investment performance of Canadian real estate stocks using sharpe's performance index: A comment
Cadsby, Charles Bram, (1988)
-
Cadsby, Charles Bram, (1993)
- More ...