The cross-section of January effect
Year of publication: |
2023
|
---|---|
Authors: | Cheema, Arbab Khalid ; Ding, Wenjie ; Wang, Qingwei |
Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 24.2023, 6, p. 513-530
|
Subject: | Cross-section | Investor sentiment | January effect | Limits to arbitrage | Stock returns | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Saisonale Schwankungen | Seasonal variations | Arbitrage | Kapitalmarktrendite | Capital market returns |
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