The impact of share price on seasonality and size anomalies in Australian equity returns

Accounting and Finance

Volumn 40, Issue 1, 2000, Pages 33-50

  Gaunt, Clive ^a   Gray, Philip ^b   McIvor, Julie ^a  

^a QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

^b UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Anomaly; Price effect; Seasonality; Seemingly unrelated regression; Size effect

Indexed keywords

EID: 0043049162     PISSN: 08105391     EISSN: 1467629X     Source Type: Journal    
DOI: 10.1111/1467-629X.00034     Document Type: Article

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