Jalonen, Einari; Vähämaa, Sami; Äijö, Janne - In: Research in International Business and Finance 24 (2010) 1, pp. 75-81
This paper focuses on the turn-of-the-month (TOM) and intramonth anomalies in government bond returns. In particular, we examine whether the TOM and intramonth effects exist in government bond markets, and moreover, whether these anomalies are related to the release of macroeconomic news as...