The January effect, arbitrage opportunities, and derivative securities: Has anything changed?

✍ Scribed by Edwin D. Maberly; Brian A. Maris

• Book ID: 102218819
• Publisher: John Wiley and Sons
• Year: 1991
• Tongue: English
• Weight: 292 KB
• Volume: 11
• Category: Article
• ISSN: 0270-7314
• DOI: 10.1002/fut.3990110210

✦ Synopsis

VL) and S&P (SP) 500 indexes represent returns to small and large firms in this study, respectively.