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Volumn 33, Issue 3, 2009, Pages 578-582

Is it the weather? Comment

Author keywords

Return seasonality; SAD; Seasonal affective disorder; Sell in May; Stock market cycles

Indexed keywords


EID: 58149175818     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2008.09.013     Document Type: Note
Times cited : (23)

References (19)
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    • Stock market returns: a note on temperature anomaly
    • Cao M., and Wei J. Stock market returns: a note on temperature anomaly. Journal of Banking and Finance 29 6 (2005) 1559-1573
    • (2005) Journal of Banking and Finance , vol.29 , Issue.6 , pp. 1559-1573
    • Cao, M.1    Wei, J.2
  • 3
    • 84993047723 scopus 로고    scopus 로고
    • Seasonal affective disorder and the pricing of IPOs
    • Dolvin S.D., and Pyles M.K. Seasonal affective disorder and the pricing of IPOs. Review of Accounting and Finance 6 2 (2007) 214-228
    • (2007) Review of Accounting and Finance , vol.6 , Issue.2 , pp. 214-228
    • Dolvin, S.D.1    Pyles, M.K.2
  • 5
    • 38549147867 scopus 로고
    • Common risk factors in the returns on stocks and bonds
    • Fama E., and French K. Common risk factors in the returns on stocks and bonds. Journal of Financial Economics 33 1 (1993) 3-56
    • (1993) Journal of Financial Economics , vol.33 , Issue.1 , pp. 3-56
    • Fama, E.1    French, K.2
  • 10
    • 58149146826 scopus 로고    scopus 로고
    • Kamstra, M.J., Kramer, L.A., Levi, M.D., Wermers, R., 2008b. Seasonal asset allocation: Evidence from mutual fund flows. Working Paper, University of Toronto.
    • Kamstra, M.J., Kramer, L.A., Levi, M.D., Wermers, R., 2008b. Seasonal asset allocation: Evidence from mutual fund flows. Working Paper, University of Toronto.
  • 14
    • 0000921289 scopus 로고
    • Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
    • MacKinnon J.G., and White H. Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties. Journal of Econometrics 29 3 (1985) 305-325
    • (1985) Journal of Econometrics , vol.29 , Issue.3 , pp. 305-325
    • MacKinnon, J.G.1    White, H.2
  • 17
    • 0000076932 scopus 로고
    • New indexes of coincident and leading economic indicators
    • Blanchard O.J., and Fischer S. (Eds), MIT Press, Cambridge
    • Stock J.H., and Watson M.W. New indexes of coincident and leading economic indicators. In: Blanchard O.J., and Fischer S. (Eds). NBER Macroeconomics Annual (1989), MIT Press, Cambridge
    • (1989) NBER Macroeconomics Annual
    • Stock, J.H.1    Watson, M.W.2
  • 18
    • 25544434319 scopus 로고    scopus 로고
    • Seasonality in the returns of defaulted bonds: the January and October effects
    • Ward D.J., and Huffman S.P. Seasonality in the returns of defaulted bonds: the January and October effects. Quarterly Journal of Business and Economics 36 (1997) 3-10
    • (1997) Quarterly Journal of Business and Economics , vol.36 , pp. 3-10
    • Ward, D.J.1    Huffman, S.P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.