When low beats high : riding the sales seasonality premium
Gustavo Grullon, Yamil Kaba, Alexander Núñez-Torres
| Year of publication: |
2020
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|---|---|
| Authors: | Grullon, Gustavo ; Kaba, Yamil ; Núñez-Torres, Alexander |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 138.2020, 2, p. 572-591
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| Subject: | Asset pricing | Return predictability | Seasonality | Market efficiency | Product markets | Saisonale Schwankungen | Seasonal variations | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2020.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012653098