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Comparison of the 'turn-of-the-month' and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen
McGuinness, Paul; Harris, Richard - In: Applied financial economics 21 (2011) 13, pp. 917-930
Persistent link: https://www.econbiz.de/10009165800
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The rational expectations hypothesis and the cross-section of bond yields
Harris, Richard D. F. - In: Applied financial economics 14 (2004) 2, pp. 105-112
Persistent link: https://www.econbiz.de/10001909669
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Skewness in the conditional distribution of daily equity returns
Harris, Richard D. F.; Küçüközmen, C. Coskun; … - In: Applied financial economics 14 (2004) 3, pp. 195-202
Persistent link: https://www.econbiz.de/10001915495
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Comparison of the 'turn-of-the-month' and lunar new year return effects in three Chinese markets : Hong Kong, Shanghai and Shenzhen
McGuinness, Paul B.; Harris, Richard D. F. - In: Applied financial economics 21 (2011) 13/15, pp. 917-929
Persistent link: https://www.econbiz.de/10009317460