The January seasonality and the performance of country-level value and momentum strategies
Adam Zaremba
| Year of publication: |
2015
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|---|---|
| Authors: | Zaremba, Adam |
| Published in: |
Copernican Journal of Finance & Accounting : CJF&A. - Toruń : [Verlag nicht ermittelbar], ISSN 2300-3065, ZDB-ID 2753136-3. - Vol. 4.2015, 2, p. 195-209
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| Subject: | January effect | turn-of-the-year effect | value | momentum | country-level anomalies | international investments | cross section of stock returns | asset pricing | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Saisonale Schwankungen | Seasonal variations | CAPM | Kapitalmarktrendite | Capital market returns |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12775/CJFA.2015.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012221343