Liquidity and the turn-of-the-month effect: evidence from Finland-Reference-Cited by-同舟云学术

Liquidity and the turn-of-the-month effect: evidence from Finland

Published:2001-06 Issue:2 Volume:11 Page:137-146
ISSN:1042-4431
Container-title:Journal of International Financial Markets, Institutions and Money
language:en
Short-container-title:Journal of International Financial Markets, Institutions and Money

Author:

Booth G.Geoffrey,Kallunki Juha-Pekka,Martikainen Teppo

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference20 articles.

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2. The Italian stock market efficiency and calendar anomalies;Barone;J. Banking Finance,1990

3. The January anomaly: effects of low share price, transactions costs and bid-ask bias;Bhardwaj;J. Finance,1992

4. Booth, G.G., Kallunki, J.-P., Lin, J.-C., Martikainen, T., 2000, Internalization and stock price clustering: Finnish evidence, J. Int. Money Finance, in press.

5. Turn-of-the-month and pre-holiday effects on stock returns: some international evidence;Cadsby;J. Banking Finance,1992

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