Risk and the January effect
Year of publication: |
2010
|
---|---|
Authors: | Sun, Qian ; Tong, Wilson H. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 5, p. 965-974
|
Subject: | Saisonale Schwankungen | Seasonal variations | Risikoprämie | Risk premium | ARCH-Modell | ARCH model | Volatilität | Volatility | CAPM |
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