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New evidence on turn-of-the-month effects

journal contribution

posted on 2014-01-01, 00:00 authored by Susan SharmaSusan Sharma, Paresh Narayan

New evidence on turn-of-the-month effects

History

Journal

Journal of International Financial Markets, Institutions and Money

Volume

29

Issue

1

Pagination

92 - 108

Publisher

Elsevier BV

Location

Amsterdam, Netherlands

Publisher DOI

https://doi.org/10.1016/j.intfin.2013.12.002

ISSN

1042-4431

eISSN

1873-0612

Language

eng

Publication classification

C1 Refereed article in a scholarly journal; C Journal article

Copyright notice

2014, Elsevier

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Keywords

Firm returns Volatility Sector Heterogeneous Turn-of-the-month Social Sciences Business, Finance Economics Business & Economics CAPITAL-MARKET EQUILIBRIUM STOCK RETURNS MACROECONOMIC NEWS INDUSTRIES ANOMALIES RISK HETEROGENEITY EXPLANATION INVESTMENT MOMENTUM

Licence

All Rights Reserved

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