IV, James C. Dyer; Keating, Gary R. - In: Australian Journal of Management 2 (1977) 1, pp. 1-10
The folklore that rates of return on the Australian capital market exhibit seasonals is tested. Previous studies by Praetz (1973) and Officer (1975) have reported seasonals. Rozeff and Kinney (1976) follow up these studies and confirm the seasonal in U.S. data. Using spectral techniques, this...