Turn-of-the-month and intramonth effects in government bond markets: Is there a role for macroeconomic news?
Author:
Publisher
Elsevier BV
Subject
Finance,Business, Management and Accounting (miscellaneous)
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1. Month-end effect on Chinese stock returns: explanation of the liquidity hypothesis;Asia-Pacific Journal of Accounting & Economics;2020-02-15
2. Drivers of seasonal return patterns in German stocks;Business Research;2018-01-17
3. Intramonthly Anomalies on the Bucharest Stock Exchange;Procedia Economics and Finance;2015
4. Toward Solving of the Turn-of-the-Month Effect Puzzle;SSRN Electronic Journal;2015
5. Government bond yield sensitivity to economic news at the zero lower bound in Canada in comparison with the UK and US;Applied Financial Economics;2014-04-03
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