Month of the year effect and January effect in pre-WWI stock returns : evidence from a non-linear GARCH model
Year of publication: |
2001
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Authors: | Choudhry, Taufiq |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 6.2001, 1, p. 1-11
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Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Zeit | Time | Deutschland (bis 1945) | Germany (until 1945) | Großbritannien | United Kingdom | USA | United States | ARCH-Modell | ARCH model | Theorie | Theory | 1870-1913 |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: International journal of finance & economics |
Source: | ECONIS - Online Catalogue of the ZBW |
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