Is There Seasonality in Traded and Non-Traded Period Returns in the US Equity Market? A Multiple Structural Change Approach
Analýza kalendárnych anomálií (koniec týždňa, koniec mesiaca, pred a po sviatkoch) na denné výnosy ETF fondov na americkom akciovom trhu.
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Weitere Verfasser: | , |
| Format: | Buchkapitel |
| Sprache: | Englisch |
| Schlagworte: | |
| Tags: |
Keine Tags, Fügen Sie das erste Tag hinzu!
|
Ähnliche Einträge: Is There Seasonality in Traded and Non-Traded Period Returns in the US Equity Market? A Multiple Structural Change Approach
- The Effect of Seasonal Depression on Stock Market Returns
- Modeling of Stock Returns with Analysis of Seasonality and Trading Volume Effects
- Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean-Variance, Sharpe Ratio and Stochastic Dominance Approaches
- <The> Influence of U.S. Equity Returns on Asian-Pacific Equity Markets
- Trading days, seasonal unit root, and variance change.
- Modelling Seasonality