S. Khaled, Mohammed; P. Keef, Stephen - In: International Journal of Managerial Finance 10 (2014) 3, pp. 404-415
Purpose – The focus is on the seasonal affective disorder SAD hypothesis of Kamstra, Kramer and Levi (KKL). Examines the arguments advanced by KKL (2012) in their reply to the criticisms of the hypothesis raised by Kelly and Meschke (2010). Design/methodology/approach – Uses a mixture of...