Seasonality in the cross section of stock returns : the international evidence
Steven L. Heston and Ronnie Sadka
| Year of publication: |
2010
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|---|---|
| Authors: | Heston, Steven L. ; Sadka, Ronnie |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 45.2010, 5, p. 1133-1160
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| Subject: | CAPM | Kapitaleinkommen | Capital income | Saisonkomponente | Seasonal component | Effizienzmarkthypothese | Efficient market hypothesis | Welt | World | 1965-2002 |
| 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/10008906170