The persistence of the small firm/January effect : is it consistent with investors' learning and arbitrage efforts?
Year of publication: |
2009
|
---|---|
Authors: | Easterday, Kathryn E. ; Sen, Pradyot K. ; Stephan, Jens A. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 49.2009, 3, p. 1172-1193
|
Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Zeit | Time | Betriebsgröße | Firm size | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | USA | United States | 1963-1979 |
-
Anomalies and market efficiency
Schwert, George William, (2003)
-
Anomalies and market efficiency
Schwert, George William, (2002)
-
Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume
Baur, Dirk G., (2019)
- More ...
-
Easterday, Kathryn E., (2011)
-
Easterday, Kathryn E., (2015)
-
Beating threshold targets with earnings management
Mindak, Mary P., (2016)
- More ...