Seasonality in outliers of daily stock returns : a tail that wags the dog?
Dan Galai; Haim Kedar-Levy; Ben Z. Schreiber
| Year of publication: |
2008
|
|---|---|
| Authors: | Galai, Dan ; Kedar-Levy, Haim ; Shraiber, Bentsi |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 17.2008, 5, p. 784-792
|
| Subject: | Saisonale Schwankungen | Seasonal variations | Kapitaleinkommen | Capital income | Börsenkurs | Share price | USA | United States | 1980-200 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003792193