Day of the week and the cross-section of returns
Year of publication: |
2018
|
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Authors: | Birru, Justin |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 130.2018, 1, p. 182-214
|
Subject: | Anomalies | Investor sentiment | Return predictability | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | CAPM | Börsenkurs | Share price | Schätzung | Estimation |
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