Systematic variations in January

Eric Bentzen, Björn Hansson

Publikation: KonferencebidragPaperForskning

Resumé

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

Citer dette

Bentzen, E., & Hansson, B. (2004). Systematic variations in January. Afhandling præsenteret på The Arne Ryde Conference in Finance, Lund, November 2004, .
Bentzen, Eric ; Hansson, Björn. / Systematic variations in January. Afhandling præsenteret på The Arne Ryde Conference in Finance, Lund, November 2004, .22 s.
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Bentzen, E & Hansson, B 2004, 'Systematic variations in January' Paper fremlagt ved The Arne Ryde Conference in Finance, Lund, November 2004, 30/06/2010, .

Systematic variations in January. / Bentzen, Eric; Hansson, Björn.

2004. Afhandling præsenteret på The Arne Ryde Conference in Finance, Lund, November 2004, .

Publikation: KonferencebidragPaperForskning

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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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Bentzen E, Hansson B. Systematic variations in January. 2004. Afhandling præsenteret på The Arne Ryde Conference in Finance, Lund, November 2004, .