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STOCK-MARKET SEASONALITY - INTERNATIONAL EVIDENCE
被引:203
作者
:
GULTEKIN, MN
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
UNIV PENN,PHILADELPHIA,PA 19104
GULTEKIN, MN
[
1
]
GULTEKIN, NB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
UNIV PENN,PHILADELPHIA,PA 19104
GULTEKIN, NB
[
1
]
机构
:
[1]
UNIV PENN,PHILADELPHIA,PA 19104
来源
:
JOURNAL OF FINANCIAL ECONOMICS
|
1983年
/ 12卷
/ 04期
关键词
:
D O I
:
10.1016/0304-405X(83)90044-2
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:469 / 481
页数:13
相关论文
共 22 条
[1]
THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS
[J].
BANZ, RW
论文数:
0
引用数:
0
h-index:
0
BANZ, RW
.
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
:3
-18
[2]
TAX LOSS TRADING RULE
[J].
BRANCH, B
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA 01002
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA 01002
BRANCH, B
.
JOURNAL OF BUSINESS,
1977,
50
(02)
:198
-207
[3]
STOCK RETURN SEASONALITIES AND THE TAX-LOSS SELLING HYPOTHESIS - ANALYSIS OF THE ARGUMENTS AND AUSTRALIAN EVIDENCE
[J].
BROWN, P
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
BROWN, P
;
KEIM, DB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
KEIM, DB
;
KLEIDON, AW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
KLEIDON, AW
;
MARSH, TA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
MARSH, TA
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
:105
-127
[4]
CONSTANTINIDES G, 1982, 75 U CHIC WORK PAP
[5]
MULTIPLE COMPARISONS USING RANK SUMS
[J].
DUNN, OJ
论文数:
0
引用数:
0
h-index:
0
DUNN, OJ
.
TECHNOMETRICS,
1964,
6
(03)
:241
-&
[6]
CAPITAL GAINS TAXATION AND YEAR-END STOCK-MARKET BEHAVIOR
[J].
DYL, EA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WYOMING,LARAMIE,WY 82071
UNIV WYOMING,LARAMIE,WY 82071
DYL, EA
.
JOURNAL OF FINANCE,
1977,
32
(01)
:165
-175
[7]
THE BEHAVIOR OF STOCK-MARKET PRICES
[J].
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
.
JOURNAL OF BUSINESS,
1965,
38
(01)
:34
-105
[8]
EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK
[J].
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60680
UNIV CHICAGO,CHICAGO,IL 60680
FAMA, EF
.
JOURNAL OF FINANCE,
1970,
25
(02)
:383
-423
[9]
The use of ranks to avoid the assumption of normality implicit in the analysis of variance
[J].
Friedman, M
论文数:
0
引用数:
0
h-index:
0
Friedman, M
.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1937,
32
(200)
:675
-701
[10]
STOCK-MARKET RETURNS AND INFLATION - EVIDENCE FROM OTHER COUNTRIES
[J].
GULTEKIN, NB
论文数:
0
引用数:
0
h-index:
0
GULTEKIN, NB
.
JOURNAL OF FINANCE,
1983,
38
(01)
:49
-65
←
1
2
3
→
共 22 条
[1]
THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS
[J].
BANZ, RW
论文数:
0
引用数:
0
h-index:
0
BANZ, RW
.
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
:3
-18
[2]
TAX LOSS TRADING RULE
[J].
BRANCH, B
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA 01002
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA 01002
BRANCH, B
.
JOURNAL OF BUSINESS,
1977,
50
(02)
:198
-207
[3]
STOCK RETURN SEASONALITIES AND THE TAX-LOSS SELLING HYPOTHESIS - ANALYSIS OF THE ARGUMENTS AND AUSTRALIAN EVIDENCE
[J].
BROWN, P
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
BROWN, P
;
KEIM, DB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
KEIM, DB
;
KLEIDON, AW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
KLEIDON, AW
;
MARSH, TA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
MARSH, TA
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
:105
-127
[4]
CONSTANTINIDES G, 1982, 75 U CHIC WORK PAP
[5]
MULTIPLE COMPARISONS USING RANK SUMS
[J].
DUNN, OJ
论文数:
0
引用数:
0
h-index:
0
DUNN, OJ
.
TECHNOMETRICS,
1964,
6
(03)
:241
-&
[6]
CAPITAL GAINS TAXATION AND YEAR-END STOCK-MARKET BEHAVIOR
[J].
DYL, EA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WYOMING,LARAMIE,WY 82071
UNIV WYOMING,LARAMIE,WY 82071
DYL, EA
.
JOURNAL OF FINANCE,
1977,
32
(01)
:165
-175
[7]
THE BEHAVIOR OF STOCK-MARKET PRICES
[J].
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
.
JOURNAL OF BUSINESS,
1965,
38
(01)
:34
-105
[8]
EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK
[J].
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60680
UNIV CHICAGO,CHICAGO,IL 60680
FAMA, EF
.
JOURNAL OF FINANCE,
1970,
25
(02)
:383
-423
[9]
The use of ranks to avoid the assumption of normality implicit in the analysis of variance
[J].
Friedman, M
论文数:
0
引用数:
0
h-index:
0
Friedman, M
.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1937,
32
(200)
:675
-701
[10]
STOCK-MARKET RETURNS AND INFLATION - EVIDENCE FROM OTHER COUNTRIES
[J].
GULTEKIN, NB
论文数:
0
引用数:
0
h-index:
0
GULTEKIN, NB
.
JOURNAL OF FINANCE,
1983,
38
(01)
:49
-65
←
1
2
3
→