Does the strength of capital market anomalies exhibit seasonal patterns?
Year of publication: |
2019
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Authors: | Auer, Benjamin R. |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 43.2019, 1, p. 91-103
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Subject: | Capital market anomalies | Monthly seasonality | Dummy regression | Saisonale Schwankungen | Seasonal variations | Börsenkurs | Share price | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Theorie | Theory | Saisonkomponente | Seasonal component |
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