Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D.; … - Institut für Finanzmarktforschung, Wirtschafts- und … - 2013
categories (e.g., equities vs. money funds) increasingly reflects the sentiment or risk aversion of the general population. In … seasons are six months out of phase relative to Canada and the U.S. While prior evidence regarding the influence of seasonally …