Do seasonal anomalies still work?
Constantine Dzhabarov and William T. Ziemba
| Year of publication: |
2010
|
|---|---|
| Authors: | Dzhabarov, Constantine ; Ziemba, William T. |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 36.2009/10, 3, p. 93-104
|
| Subject: | Aktienmarkt | Stock market | Aktienindex | Stock index | Derivat | Derivative | Kalendereffekt | Calendar effect | Saisonale Schwankungen | Seasonal variations | Regressionsanalyse | Regression analysis | USA | United States | 1993-2009 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003980048