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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"CAPM"
~subject:"Efficient market hypothesis"
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Search: subject_exact:"Seasonal variations"
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CAPM
Efficient market hypothesis
Saisonale Schwankungen
58
Seasonal variations
58
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18
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Baltussen, Guido
1
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1
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Eleswarapu, Venkat R.
1
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1
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1
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1
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1
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Journal of banking & finance
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
Global factor premiums
Baltussen, Guido
;
Swinkels, Laurens
;
Vliet, Willem …
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1128-1154
Persistent link: https://www.econbiz.de/10012875933
Saved in:
2
Are return seasonalities due to risk or mispricing?
Keloharju, Matti
;
Linnainmaa, Juhani
;
Nyberg, Peter
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 138-161
Persistent link: https://www.econbiz.de/10012650232
Saved in:
3
Mood beta and seasonalities in stock returns
Hirshleifer, David
;
Jiang, Danling
;
Meng, Yuting
- In:
Journal of financial economics
137
(
2020
)
1
,
pp. 272-295
Persistent link: https://www.econbiz.de/10012631338
Saved in:
4
When low beats high : riding the sales seasonality premium
Grullon, Gustavo
;
Kaba, Yamil
;
Núñez-Torres, Alexander
- In:
Journal of financial economics
138
(
2020
)
2
,
pp. 572-591
Persistent link: https://www.econbiz.de/10012653098
Saved in:
5
Cross-sectional seasonalities in international government bond returns
Zaremba, Adam
- In:
Journal of banking & finance
98
(
2019
),
pp. 80-94
Persistent link: https://www.econbiz.de/10012162242
Saved in:
6
Sentiment and stock returns : the SAD anomaly revisited
Kelly, Patrick J.
;
Meschke, Felix
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1308-1326
Persistent link: https://www.econbiz.de/10003978390
Saved in:
7
Risk and the January effect
Sun, Qian
;
Tong, Wilson H.
- In:
Journal of banking & finance
34
(
2010
)
5
,
pp. 965-974
Persistent link: https://www.econbiz.de/10003971318
Saved in:
8
The evolution of the January effect
Moller, Nicholas
;
Zilca, Shlomo
- In:
Journal of banking & finance
32
(
2008
)
3
,
pp. 447-457
Persistent link: https://www.econbiz.de/10003707792
Saved in:
9
The other January effect
Cooper, Michael J.
;
McConnell, John J.
;
Ovtchinnikov, …
- In:
Journal of financial economics
82
(
2006
)
2
,
pp. 315-341
Persistent link: https://www.econbiz.de/10003387867
Saved in:
10
The calendar structure of risk and expected returns on stocks and bonds
Ogden, Joseph P.
- In:
Journal of financial economics
70
(
2003
)
1
,
pp. 29-67
Persistent link: https://www.econbiz.de/10001799436
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