The autumn effect of gold
Year of publication: |
2013
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Authors: | Baur, Dirk G. |
Published in: |
Research in International Business and Finance. - Elsevier, ISSN 0275-5319. - Vol. 27.2013, 1, p. 1-11
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Publisher: |
Elsevier |
Subject: | Seasonality | Anomaly | Halloween effect | Gold | Silver | Hedge | Safe haven | Jewelery |
Type of publication: | Article |
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Classification: | C32 - Time-Series Models ; G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; L70 - Industry Studies: Primary Products and Construction. General |
Source: |
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Baur, Dirk G., (2013)
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Gold and the S&P500 : An analysis of the return and volatility relationship
Kuck, Konstantin, (2021)
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The Seasonality of Gold - The Autumn Effect
Baur, Dirk G., (2012)
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Hoang, Lai T., (2020)
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Baur, Dirk G., (2016)
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