Cross-sectional seasonalities and seasonal reversals : evidence from China
Year of publication: |
2022
|
---|---|
Authors: | Guo, Shuxin ; Yuan, Yue ; Ma, Feng |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 82.2022, p. 1-15
|
Subject: | Cross-sectional seasonalities | Mispricing | Seasonal reversal factor | Seasonal reversals | Seasonality factor | Saisonale Schwankungen | Seasonal variations | Saisonkomponente | Seasonal component | Börsenkurs | Share price | China | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income |
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