A MONTHLY EFFECT IN STOCK RETURNS

被引：229

作者：

ARIEL, RA

机构：

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1987年 / 18卷 / 01期

关键词：

D O I：

10.1016/0304-405X(87)90066-3

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：161 / 174

页数：14

共 18 条

[1]

ARIEL RA, 1984, UNPUB HIGH STOCK RET

[2]

ARIEL RA, 1984, MIT162484 SLOAN SCH

[3] STOCK RETURN SEASONALITIES AND THE TAX-LOSS SELLING HYPOTHESIS - ANALYSIS OF THE ARGUMENTS AND AUSTRALIAN EVIDENCE [J].

BROWN, P ;

KEIM, DB ;

KLEIDON, AW ;

MARSH, TA .

JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (01) :105-127

[4] NEW EVIDENCE ON THE NATURE OF SIZE-RELATED ANOMALIES IN STOCK-PRICES [J].

BROWN, P ;

KLEIDON, AW ;

MARSH, TA .

JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (01) :33-56

[5]

FOSBACK NG, 1976, STOCK MARKET LOGIC

[6] STOCK RETURNS AND THE WEEKEND EFFECT [J].

FRENCH, KR .

JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (01) :55-69

[7]

GASTINEAU G, 1983, FINANCIAL ANAL J NOV, P68

[8] DAY OF THE WEEK EFFECTS AND ASSET RETURNS [J].

GIBBONS, MR ;

HESS, P .

JOURNAL OF BUSINESS, 1981, 54 (04) :579-596

[9] STOCK-MARKET SEASONALITY - INTERNATIONAL EVIDENCE [J].

GULTEKIN, MN ;

GULTEKIN, NB .

JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (04) :469-481

[10]

HIRSCH Y, 1979, STOCK TRADERS ALMANA

← 1 2 →