Anticipation of the January small firm effect in the US futures markets
Year of publication: |
2000
|
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Authors: | Hensel, Chris R. ; Ziemba, William T. |
Published in: |
Security market imperfections in worldwide equity markets. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-57138-3. - 2000, p. 179-202
|
Subject: | Saisonale Schwankungen | Seasonal variations | Betriebsgröße | Firm size | Terminbörse | Futures exchange | Erwartungsbildung | Expectation formation | USA | United States | 1926-1998 |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
Language: | English |
Notes: | In: Security market imperfections in world wide equity markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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