Does the January effect exist in high-yield bond market?

Review of Financial Economics

Volumn 10, Issue 1, 2001, Pages 71-80

  Al Khazali, Osamah M ^a  

^a AMERICAN UNIVERSITY OF SHARJAH   (United Arab Emirates)

Author keywords

C32; Cumulative density function; E44; G15; High yield bond; January effect; Seasonality; Stochastic dominance

Indexed keywords

EID: 0035284960     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1058-3300(01)00026-X     Document Type: Article

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