Systematic variations in January

Eric Bentzen; Björn Hansson

Systematic variations in January

Eric Bentzen, Björn Hansson

Institut for Produktion og Erhvervsøkonomi

Lunds universitet

Publikation: Konferencebidrag › Paper › Forskning

Abstract

In this paper we investigate the January effect on New York Stock Exchange. Unlike other empirical works we suggest expanding the model to more 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 effect the empirical finance.

Originalsprog	Engelsk
Publikationsdato	23 nov. 2004
Antal sider	22
Status	Udgivet - 23 nov. 2004
Begivenhed	The Arne Ryde Conference in Finance, Lund, November 2004 - Varighed: 30 jun. 2010 → …

Konference

Konference	The Arne Ryde Conference in Finance, Lund, November 2004
Periode	30/06/2010 → …

Emneord

Aktiemarkeder
Aktiekurser
Sæsonsvingninger
Sæson

Handle.net

Persistent link

Citationsformater

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AU - Hansson, Björn

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AB - In this paper we investigate the January effect on New York Stock Exchange. Unlike other empirical works we suggest expanding the model to more 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 effect the empirical finance.

KW - Aktiemarkeder

KW - Aktiekurser

KW - Sæsonsvingninger

KW - Sæson

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T2 - The Arne Ryde Conference in Finance, Lund, November 2004

Y2 - 30 June 2010

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