The decline of calendar seasonality in the Australian stock exchange, 1958 - 2005
Year of publication: |
2010
|
---|---|
Authors: | Worthington, Andrew Charles |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 6.2010, 3, p. 421-433
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Kalendereffekt | Calendar effect | Saisonkomponente | Seasonal component | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Australien | Australia | 1958-2005 |
-
Deyshappriya, N. P. Ravindra, (2014)
-
The day-of-the-week anomaly in market returns, volume and volatility in SAARC countries
Abbas, Sumra, (2015)
-
Day-of-the-week effect and volatility in stock returns : evidence from the Indian stock market
Aggarwal, Khushboo, (2023)
- More ...
-
Worthington, Andrew Charles, (1996)
-
Efficiency, technology and productivity change in Australian universities, 1998 - 2003
Worthington, Andrew Charles, (2008)
-
Knowledge and perceptions of superannuation in Australia
Worthington, Andrew Charles, (2008)
- More ...