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.
|Publikationsdato||23 nov. 2004|
|Status||Udgivet - 23 nov. 2004|
|Begivenhed||The Arne Ryde Conference in Finance, Lund, November 2004 - |
Varighed: 30 jun. 2010 → …
|Konference||The Arne Ryde Conference in Finance, Lund, November 2004|
|Periode||30/06/2010 → …|