Drifting away from market efficiency : the presence of the January effect in the U.S. stock market
Alexandra Maria Serbu, Theodor Gabriel Trifan
Year of publication: |
2024
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Authors: | Serbu, Alexandra Maria ; Trifan, Theodor Gabriel |
Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 31.2024, 1/638, p. 95-104
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Subject: | efficiency | stock market | yield | econometric testing | USA | United States | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | Börsenkurs | Share price | Schätzung | Estimation | Kapitaleinkommen | Capital income |
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