## Abstract This study examines the returns, relative to the S&P 500, on cash indices and futures tracking smaller stocks around the turn of the year. While we control for volatility clustering, return autocorrelation in small stock indices, and other calendar effects, our main focus is the evoluti
β¦ LIBER β¦
New evidence on the turn-of-the-year effect from closed-end fund IPOs
β Scribed by John W. Peavy
- Publisher
- Springer
- Year
- 1995
- Tongue
- English
- Weight
- 966 KB
- Volume
- 9
- Category
- Article
- ISSN
- 0920-8550
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