A factor model of seasonality in stock returns
Year of publication: |
2004
|
---|---|
Authors: | Gardeazabal, Javier ; Regúlez, Marta |
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. 44.2004, 2, p. 224-236
|
Subject: | Kapitaleinkommen | Capital income | Saisonale Schwankungen | Seasonal variations | Zeit | Time | Spanien | Spain | Induktive Statistik | Statistical inference | 1998-2000 |
-
Beyond the random walk : a guide to stock market anomalies and low risk investing
Singal, Vijay, (2006)
-
The other January effect : international, style, and subperiod evidence
Stivers, Christopher T., (2009)
-
A tale of two anomalies : higher returns of low-risk stocks and return seasonality
Fiore, Christopher, (2015)
- More ...
-
Testing the canonical model of exchange rates with unobservable fundamentals
Gardeazabal, Javier, (1997)
-
Los efectos de una depreciación nominal de la peseta sobre la balanza comercial real española
Gardeazabal, Javier, (1993)
-
The monetary model of exchange rates and cointegration : estimation, testing and prediction
Gardeazabal, Javier, (1992)
- More ...