The January and turn-of-the-month effect on firm returns and return volatility
Year of publication: |
2011-08-01
|
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Authors: | Sharma, Susan Sunila ; Narayan, Paresh Kumar |
Institutions: | Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance |
Subject: | Firm Returns | Volatility | Sector | Heterogeneous | January | Turn-of-the-month |
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