A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns

Journal of Banking and Finance

Volumn 36, Issue 4, 2012, Pages 934-956

  Kamstra, Mark J ^a   Kramer, Lisa A ^b   Levi, Maurice D ^c  

^a YORK UNIVERSITY   (Canada)

^b UNIVERSITY OF TORONTO   (Canada)

^c UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Return seasonality; SAD; Seasonal affective disorder; Seasonal depression; Stock market cycles

Indexed keywords

EID: 84857118998     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2011.10.010     Document Type: Article

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