January anomalies: Implications for the market’s incorporation of news

Financial Review

Volumn 35, Issue 2, 2000, Pages 79-96

  Christie David, Rohan ^a   Chaudhry, Mukesh ^b  

^a UNIVERSITY OF SOUTHERN MISSISSIPPI   (United States)

^b MARSHALL UNIVERSITY   (United States)

Author keywords

Anomaly; Interest rate markets; January; New releases; Variance

Indexed keywords

EID: 12844285135     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.2000.tb01415.x     Document Type: Article

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