-
1
-
-
45949119836
-
A monthly effect in stock returns
-
Ariel, R. A. 1987. A Monthly Effect in Stock Returns. Journal of Financial Economics 18: 161-174.
-
(1987)
Journal of Financial Economics
, vol.18
, pp. 161-174
-
-
Ariel, R.A.1
-
3
-
-
38249039768
-
Return seasonality and tax-loss selling in the market for long-term government and corporate bonds
-
Chang, E. C., and J. M. Pinegar. 1986. Return Seasonality and Tax-Loss Selling in the Market for Long-Term Government and Corporate Bonds. Journal of Financial Economics 17: 391-415.
-
(1986)
Journal of Financial Economics
, vol.17
, pp. 391-415
-
-
Chang, E.C.1
Pinegar, J.M.2
-
4
-
-
0010075941
-
Day of the week effects and the futures market
-
Chiang, R. C., and T. C. Tapley. 1983. Day of the Week Effects and the Futures Market. Review of Futures Markets 2: 356-410.
-
(1983)
Review of Futures Markets
, vol.2
, pp. 356-410
-
-
Chiang, R.C.1
Tapley, T.C.2
-
5
-
-
0002040938
-
Market segmentation, speculative behavior, and the term structure of interest rates
-
Elliott, J.W., and M. E. Echols. 1976. Market Segmentation, Speculative Behavior, and the Term Structure of Interest Rates. Review of Economics and Statistics 58: 40-49.
-
(1976)
Review of Economics and Statistics
, vol.58
, pp. 40-49
-
-
Elliott, J.W.1
Echols, M.E.2
-
6
-
-
0010121839
-
Rational expectations in a disequilibrium model of the term structure
-
Echols, M.E., and J. W. Elliott. 1976. Rational Expectations in a Disequilibrium Model of the Term Structure. American Economic Review 66: 28-44.
-
(1976)
American Economic Review
, vol.66
, pp. 28-44
-
-
Echols, M.E.1
Elliott, J.W.2
-
7
-
-
84977707304
-
From T-bills to common stocks: Investigating the generality of intra-week return seasonality
-
Flannery, M. J., and A. A. Protopapadakis. 1988. From T-Bills to Common Stocks: Investigating the Generality of Intra-Week Return Seasonality. Journal of Finance 43: 431-450.
-
(1988)
Journal of Finance
, vol.43
, pp. 431-450
-
-
Flannery, M.J.1
Protopapadakis, A.A.2
-
8
-
-
0000303992
-
The weekend effect on the distribution of stock prices: Implications for option pricing
-
French, D. W. 1984. The Weekend Effect on the Distribution of Stock Prices: Implications for Option Pricing. Journal of Financial Economics 13: 547-559.
-
(1984)
Journal of Financial Economics
, vol.13
, pp. 547-559
-
-
French, D.W.1
-
9
-
-
49149143225
-
Stock returns and the weekend effect
-
French, K. R. 1980. Stock Returns and the Weekend Effect. Journal of Financial Economics 8: 55-70.
-
(1980)
Journal of Financial Economics
, vol.8
, pp. 55-70
-
-
French, K.R.1
-
11
-
-
0000334056
-
Day of the week effects and asset returns
-
Gibbons, M., and P. Hess. 1981. Day of the Week Effects and Asset Returns. Journal of Business 54 (October): 679-596.
-
(1981)
Journal of Business
, vol.54
, Issue.OCTOBER
, pp. 679-1596
-
-
Gibbons, M.1
Hess, P.2
-
16
-
-
0010078951
-
Canadian stocks, bonds,bills and inflation: 1950-1987
-
Charlottesville, VA
-
Hatch, J. E., and R. W. White. 1988. Canadian Stocks, Bonds,Bills and Inflation: 1950-1987. The Research Foundation of the Institute of Chartered Financial Analysts. Charlottesville, VA.
-
(1988)
The Research Foundation of the Institute of Chartered Financial Analysts
-
-
Hatch, J.E.1
White, R.W.2
-
18
-
-
84977700192
-
Can tax-loss selling explain the January effect? A note
-
Jones, C. P., D. K. Pearce, and J. W. Wilson. 1987. Can Tax-Loss Selling Explain the January Effect? A Note. Journal of Finance 62 (June): 453-461.
-
(1987)
Journal of Finance
, vol.62
, Issue.JUNE
, pp. 453-461
-
-
Jones, C.P.1
Pearce, D.K.2
Wilson, J.W.3
-
20
-
-
0004113694
-
-
Wiley
-
Judge, G., W. E. Griffiths, R.C. Hill, H. Lutkephol, and T. C. Lee. 1985. The Theory and Practice of Econometrics, 2nd Edition.Wiley.
-
(1985)
The Theory and Practice of Econometrics, 2nd Edition
-
-
Judge, G.1
Griffiths, W.E.2
Hill, R.C.3
Lutkephol, H.4
Lee, T.C.5
-
22
-
-
48749147730
-
Size-related anomalies and stock market seasonality
-
Keim, D. B. 1983. Size-Related Anomalies and Stock Market Seasonality. Journal of Financial Economics 12 (June): 13-32.
-
(1983)
Journal of Financial Economics
, vol.12
, Issue.JUNE
, pp. 13-32
-
-
Keim, D.B.1
-
23
-
-
0010123350
-
Call-option pricing and the turn of the year
-
Maloney, K. J., and R. J. Rogalski. 1989. Call-Option Pricing and the Turn of the Year. Journal of Business 62: 539-552.
-
(1989)
Journal of Business
, vol.62
, pp. 539-552
-
-
Maloney, K.J.1
Rogalski, R.J.2
-
24
-
-
85030037344
-
CSB sales drop $3-billion on year
-
Nov. 30 (1995)
-
McKenna, B. 1995. CSB Sales Drop $3-billion on Year. Globe and Mail, Nov. 30 (1995), B6.
-
(1995)
Globe and Mail
-
-
McKenna, B.1
-
25
-
-
85030039823
-
The demand for M2+, Canada savings bonds and treasury bills - Working paper
-
Ottawa, Ontario
-
McPhail, K. 1993. The Demand for M2+, Canada Savings Bonds and Treasury Bills - working paper. Bank of Canada. Ottawa, Ontario.
-
(1993)
Bank of Canada
-
-
McPhail, K.1
-
26
-
-
4344567461
-
The end of the month as a preferred habitat: A test of operational efficiency in the money market
-
Ogden, J. P. 1987. The End of the Month as a Preferred Habitat: A Test of Operational Efficiency in the Money Market. Journal of Financial and Quantitative Analysis 22: 329-344.
-
(1987)
Journal of Financial and Quantitative Analysis
, vol.22
, pp. 329-344
-
-
Ogden, J.P.1
-
27
-
-
84977707692
-
Turn-of-the-month evaluations of liquid profits and stock returns: A common explanation for the monthly and January effect
-
Ogden, J. P. 1990. Turn-of-the-Month Evaluations of Liquid Profits and Stock Returns: A Common Explanation for the Monthly and January Effect. Journal of Finance 45: 1259-1272.
-
(1990)
Journal of Finance
, vol.45
, pp. 1259-1272
-
-
Ogden, J.P.1
-
28
-
-
0001303855
-
The puzzling behaviour of treasury bills that mature at the turn of calendar month
-
Park, S. Y., and M. R. Reinganum. 1986. The Puzzling Behaviour of Treasury Bills That Mature at the Turn of Calendar Month. Journal of Financial Economics 16: 267-283.
-
(1986)
Journal of Financial Economics
, vol.16
, pp. 267-283
-
-
Park, S.Y.1
Reinganum, M.R.2
-
29
-
-
84977326428
-
The determinants of the treasury yield curve
-
Roley, V. V. 1981. The Determinants of the Treasury Yield Curve. Journal of Finance 36: 1103-26.
-
(1981)
Journal of Finance
, vol.36
, pp. 1103-1126
-
-
Roley, V.V.1
-
31
-
-
0010120939
-
Tests of U.S. Short and long interest rate seasonality
-
Sharp, K. P. 1988. Tests of U.S. Short and Long Interest Rate Seasonality. Review of Economics and Statistics: 177-182.
-
(1988)
Review of Economics and Statistics
, pp. 177-182
-
-
Sharp, K.P.1
-
32
-
-
0000095552
-
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
-
White, H. 1980. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity. Econometrica 48: 817-838.
-
(1980)
Econometrica
, vol.48
, pp. 817-838
-
-
White, H.1
-
33
-
-
84987460570
-
Is there a January effect in corporate bond and paper returns
-
Wilson, J. W., and C. P. Jones. 1990. Is There a January Effect in Corporate Bond and Paper Returns. FinancialReview 25(1): 55-79.
-
(1990)
FinancialReview
, vol.25
, Issue.1
, pp. 55-79
-
-
Wilson, J.W.1
Jones, C.P.2
|