SEASONAL VARIATIONS IN PRICES OF INDIVIDUAL DOW JONES INDUSTRIAL STOCKS

[1] ALEXANDER SS, 1961, IMR-IND MANAG REV, V2, P7

[2] INDIVIDUAL CYCLES IN STOCK PRICES [J]. JOURNAL OF POLITICAL ECONOMY, 1927, 35 (06) : 835 - 851

[3] BICKSLER JL, 1971, J ECON LIT, V9, P1200

[4] COOTNER P, 1964, RANDOM CHARACTER STO, P189

[5] DILLER S, 1969, 108 COL U NAT BUR EC

[6] SPECTRAL-ANALYSIS OF NEW-YORK STOCK-MARKET PRICES [J]. KYKLOS, 1963, 16 (01) : 1 - 27

[7] GRANGER CWJ, 1971, PREDICTABILITY STOCK

[8] GRANVILLE JE, 1960, STRATEGY DAILY STOCK

[9] SOME PROPERTIES OF OPTIMAL SEASONAL ADJUSTMENT [J]. ECONOMETRICA, 1970, 38 (05) : 682 - &

[10] JEN F, 1969, SO J BUSINESS OCT, P218

[1] ALEXANDER SS, 1961, IMR-IND MANAG REV, V2, P7

[2] INDIVIDUAL CYCLES IN STOCK PRICES [J]. JOURNAL OF POLITICAL ECONOMY, 1927, 35 (06) : 835 - 851

[3] BICKSLER JL, 1971, J ECON LIT, V9, P1200

[4] COOTNER P, 1964, RANDOM CHARACTER STO, P189

[5] DILLER S, 1969, 108 COL U NAT BUR EC

[6] SPECTRAL-ANALYSIS OF NEW-YORK STOCK-MARKET PRICES [J]. KYKLOS, 1963, 16 (01) : 1 - 27

[7] GRANGER CWJ, 1971, PREDICTABILITY STOCK

[8] GRANVILLE JE, 1960, STRATEGY DAILY STOCK

[9] SOME PROPERTIES OF OPTIMAL SEASONAL ADJUSTMENT [J]. ECONOMETRICA, 1970, 38 (05) : 682 - &

[10] JEN F, 1969, SO J BUSINESS OCT, P218