Firm heterogeneity and calendar anomalies

Applied Financial Economics

Volumn 22, Issue 23, 2012, Pages 1931-1949

  Sharma, Susan Sunila ^a   Narayan, Paresh Kumar ^a  

^a DEAKIN UNIVERSITY   (Australia)

Author keywords

calendar anomalies; heterogeneous; returns; volatility

Indexed keywords

FINANCIAL MARKET; FIRM SIZE; HETEROGENEITY; STOCK MARKET;

EID: 84880936674     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603107.2012.692870     Document Type: Article

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