The turn-of-the-month effect in U.S. sector ETFs
Year of publication: |
2021
|
---|---|
Authors: | Compton, William ; Sigler, Kevin |
Published in: |
Journal of business and economic perspectives. - Martin, Tenn. : [Verlag nicht ermittelbar], ISSN 1528-5014, ZDB-ID 1179812-9. - Vol. 48.2021, 1, p. 73-91
|
Subject: | Indexderivat | Index derivative | Aktienindex | Stock index | Branche | Economic sector | Börsenkurs | Share price | Kalendereffekt | Calendar effect | USA | United States |
-
Röder, Klaus, (2012)
-
The weekly structure of US stock prices
Caporale, Guglielmo Maria, (2010)
-
The day-of-the-week effect revisited : an alternative testing approach
Alt, Raimund, (2002)
- More ...
-
The CEO pay‐performance relationship: pooled vs. industry models
Hogan, Stephen, (1998)
-
Calendar anomalies in Russian stocks and bonds
Compton, William, (2013)
-
Compton, William, (2016)
- More ...