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The month-of-the-year effect in the Australian stock market : a short technical note on the market, industry and firm size impacts
Marrett, George; Worthington, Andrew Charles - In: Australasian accounting business and finance journal : AABF 5 (2011) 1, pp. 117-123
Persistent link: https://www.econbiz.de/10009295395
Cover Image
The month-of-the-year effect in the Australian stock market : a short technical note on the market, industry and firm size impacts
Marrett, George; Worthington, Andrew - In: Australasian accounting business and finance journal : AABF 5 (2011) 1, pp. 117-123
Persistent link: https://www.econbiz.de/10009958960
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An empirical note on the holiday effect in the Australian stock market, 1996-2006
Marrett, George; Worthington, Andrew - In: Applied Economics Letters 16 (2009) 17, pp. 1769-1772
This note examines the holiday effect in Australian daily stock returns at the market and industry level and for small capitalization stocks from Monday 9 September 1996 to Friday 10 November 2006. The eight annual holidays specified are New Years Day, Australia Day (26 January), Easter Friday...
Persistent link: https://www.econbiz.de/10008582811