On unmodeled breaks in the turn of the year, turn of the month, and January effects
Russell P. Robins, Geoffrey Peter Smith
| Year of publication: |
November 2017
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|---|---|
| Authors: | Robins, Russell P. ; Smith, Geoffrey Peter |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 52.2017, 4, p. 725-747
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| Subject: | structural changes | turn of the year effect | turn of the month effect | January effect | Saisonale Schwankungen | Seasonal variations | Strukturwandel | Structural change | Zeit | Time |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/fire.12145 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011771295