✦ LIBER ✦

Risk and the January effect

✍ Scribed by Qian Sun; Wilson H.S. Tong

Book ID: 116615506
Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 240 KB
Volume: 34
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2009.10.005

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The other January effect

✍ Michael J. Cooper; John J. McConnell; Alexei V. Ovtchinnikov 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 259 KB

The January effect and intergenerational

The January effect and intergenerational transfers

✍ Ralph C. Gamble Jr. 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 771 KB

The evolution of the January effect

✍ Nicholas Moller; Shlomo Zilca 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 178 KB

Probability of information-based trading

Probability of information-based trading and the January effect

✍ Moonsoo Kang 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 231 KB

The other January effect: International,

The other January effect: International, style, and subperiod evidence

✍ Chris Stivers; Licheng Sun; Yong Sun 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 223 KB

Has the November Effect Replaced the Jan

Has the November Effect Replaced the January Effect in Stock Markets?

✍ Ling T. He; Shao C. He 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 84 KB

Results of previous studies support the November effect of the 1986 Tax Reform Act (TRA) on certain stock portfolios. The rapid growth of mutual funds driven by the fundamental changes in the retirement benefit system in past decades may expand the seasonality from portfolios to stock markets and le