Seasonality in Stock Returns

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

Resumé

In this article, we investigate the January effect on stocks traded at New York Stock Exchange (NYSE), American Stock Exchange (AMEX) and National Association of Securities Dealers Automated Quotations (NASDAQ). Unlike other empirical works we suggest expanding the model to cover several main effects. By doing so we find that the January effect is not the only effect, and it cannot be rejected that the effect from selected years are so powerful that it can affect the empirical findings.
OriginalsprogEngelsk
TidsskriftApplied Financial Economics
Vol/bind19
Udgave nummer20
Sider (fra-til)1605-1610
Antal sider6
ISSN0960-3107
DOI
StatusUdgivet - 2009

Citer dette

Bentzen, Eric. / Seasonality in Stock Returns. I: Applied Financial Economics. 2009 ; Bind 19, Nr. 20. s. 1605-1610.
@article{afcde7bb2b03490cb08e80f13dbc1d5d,
title = "Seasonality in Stock Returns",
abstract = "In this article, we investigate the January effect on stocks traded at New York Stock Exchange (NYSE), American Stock Exchange (AMEX) and National Association of Securities Dealers Automated Quotations (NASDAQ). Unlike other empirical works we suggest expanding the model to cover several main effects. By doing so we find that the January effect is not the only effect, and it cannot be rejected that the effect from selected years are so powerful that it can affect the empirical findings.",
author = "Eric Bentzen",
year = "2009",
doi = "10.1080/09603100902984368",
language = "English",
volume = "19",
pages = "1605--1610",
journal = "Applied Financial Economics",
issn = "0960-3107",
publisher = "Routledge",
number = "20",

}

Seasonality in Stock Returns. / Bentzen, Eric.

I: Applied Financial Economics, Bind 19, Nr. 20, 2009, s. 1605-1610.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

TY - JOUR

T1 - Seasonality in Stock Returns

AU - Bentzen, Eric

PY - 2009

Y1 - 2009

N2 - In this article, we investigate the January effect on stocks traded at New York Stock Exchange (NYSE), American Stock Exchange (AMEX) and National Association of Securities Dealers Automated Quotations (NASDAQ). Unlike other empirical works we suggest expanding the model to cover several main effects. By doing so we find that the January effect is not the only effect, and it cannot be rejected that the effect from selected years are so powerful that it can affect the empirical findings.

AB - In this article, we investigate the January effect on stocks traded at New York Stock Exchange (NYSE), American Stock Exchange (AMEX) and National Association of Securities Dealers Automated Quotations (NASDAQ). Unlike other empirical works we suggest expanding the model to cover several main effects. By doing so we find that the January effect is not the only effect, and it cannot be rejected that the effect from selected years are so powerful that it can affect the empirical findings.

UR - https://sfx-45cbs.hosted.exlibrisgroup.com/45cbs?url_ver=Z39.88-2004&url_ctx_fmt=info:ofi/fmt:kev:mtx:ctx&ctx_enc=info:ofi/enc:UTF-8&ctx_ver=Z39.88-2004&rfr_id=info:sid/sfxit.com:azlist&sfx.ignore_date_threshold=1&rft.object_id=954921414412&rft.object_portfolio_id=&svc.holdings=yes&svc.fulltext=yes

U2 - 10.1080/09603100902984368

DO - 10.1080/09603100902984368

M3 - Journal article

VL - 19

SP - 1605

EP - 1610

JO - Applied Financial Economics

JF - Applied Financial Economics

SN - 0960-3107

IS - 20

ER -