The January and turn-of-the-month effect on firm returns and return volatility

Susan Sunila Sharma and Paresh Narayan ()

Working Papers from Deakin University, Department of Economics

Keywords: Firm Returns; Volatility; Sector; Heterogeneous; January; Turn-of-the-month (search for similar items in EconPapers)
Date: 2011-01-01
New Economics Papers: this item is included in nep-fmk
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