Firm heterogeneity and calendar anomalies

Susan Sharma and Paresh Narayan ()

Working Papers from Deakin University, Department of Economics

Keywords: Calendar Anomalies; Returns; Heterogeneous; Volatility (search for similar items in EconPapers)
Date: 2011-01-01
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http://dx.doi.org/10.1080/09603107.2012.692870

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Journal Article: Firm heterogeneity and calendar anomalies (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:dkn:ecomet:fe_2011_12

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