New evidence on turn-of-the-month effects
Year of publication: |
2014
|
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Authors: | Sharma, Susan Sunila ; Narayan, Paresh Kumar |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 29.2014, p. 92-108
|
Subject: | Firm returns | Volatility | Sector | Heterogeneous | Turn-of-the-month | Volatilität | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Aktienindex | Stock index |
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