Seasonality in government bond returns and factor premia-Reference-Cited by-同舟云学术

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Seasonality in government bond returns and factor premia

Published:2017-10 Issue: Volume:41 Page:292-302
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Zaremba Adam,Schabek Tomasz

Funder

National Science Centre of Poland

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference61 articles.

1. On the Role of Paradigms in Finance;Ardalan,2008

2. Value and momentum everywhere;Asness;J. Finance,2013

3. Investing with a style;Asness;J. Invest. Manage.,2015

4. The Credit Risk Premium;Asvanunt,2016

5. Carry Investing on the Yield Curve;Beekhuizen,2016

Cited by 10 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Calendar anomalies’ adaptiveness in exchange rates: evidence from the concordance coefficient and AR-GARCH tests;Managerial Finance;2024-08-22

2. Determinants of government bond returns: an Indian experience;International Journal of Computational Economics and Econometrics;2024

3. Adaptive calendar effects and volume of extra returns in the cryptocurrency market;International Journal of Emerging Markets;2021-02-19

4. Is the effect the same every January? Seasonality and Brazilian equity fund flows;Revista Contabilidade & Finanças;2020-12

5. Cross-sectional seasonalities in international government bond returns;Journal of Banking & Finance;2019-01

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