Day of the week effects, information seasonality, and higher moments of security returns

Journal of Economics and Business - Tập 49 - Trang 1-20 - 1997
Raj Aggarwal1, John D. Schatzberg2
1The Edward J. and Louise E. Mellen Chair and Department of Finance, John Carroll University, Cleveland, OH, USA
2Anderson Schools of Management, University of New Mexico, Albuquerque, NM, USA

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Journal of Economics and Business

Tập 49

1-20

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