Systematic variations in January

Eric Bentzen, Björn Hansson

Publikation: KonferencebidragPaperForskning

Abstrakt

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.
OriginalsprogEngelsk
Publikationsdato23 nov. 2004
Antal sider22
StatusUdgivet - 23 nov. 2004
BegivenhedThe Arne Ryde Conference in Finance, Lund, November 2004 -
Varighed: 30 jun. 2010 → …

Konference

KonferenceThe Arne Ryde Conference in Finance, Lund, November 2004
Periode30/06/2010 → …

Emneord

  • Aktiemarkeder
  • Aktiekurser
  • Sæsonsvingninger
  • Sæson

Citationsformater