A Fundamental Study of the Seasonal Risk-Return Relationship: A Note
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1988.tb02621.x/fullpdf
Reference11 articles.
1. Capital Market Equilibrium with Restricted Borrowing;Fischer;Journal of Business,1972
2. Economic Forces and the Stock Market;Chen;Journal of Business,1986
3. Risk, Return and Equilibrium: Empirical Tests;Eugene;Journal of Political Economy,1973
4. Stock Return Anomalies and the Tests of the APT;Gultekin;Journal of Finance,1987
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3. Interest Rate Risk Rewards in Stock Returns of Financial Corporations: Evidence from Germany;European Financial Management;2010-01
4. THE EFFECT OF SIZE, BOOK-TO-MARKET EQUITY, PRIOR RETURNS, AND BETA ON STOCK RETURNS: JANUARY VERSUS THE REMAINDER OF THE YEAR;Journal of Financial Research;1995-06
5. Seasonal variations in the U.S. Stock Market returns: 1927?1984;Review of Quantitative Finance and Accounting;1994-12
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