SEASONALITY IN THE RISK-RETURN RELATIONSHIP - SOME INTERNATIONAL EVIDENCE

被引:22
作者
CORHAY, A [1 ]
HAWAWINI, G [1 ]
MICHEL, P [1 ]
机构
[1] INSEAD,FONTAINEBLEAU,FRANCE
关键词
D O I
10.2307/2328418
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:49 / 68
页数:20
相关论文
共 31 条
[1]  
BECKERS S, 1983, JANUARY APRIL EFFECT
[2]   THE TURN-OF-THE-YEAR IN CANADA [J].
BERGES, A ;
MCCONNELL, JJ ;
SCHLARBAUM, GG .
JOURNAL OF FINANCE, 1984, 39 (01) :185-192
[3]   STOCK RETURN SEASONALITIES AND THE TAX-LOSS SELLING HYPOTHESIS - ANALYSIS OF THE ARGUMENTS AND AUSTRALIAN EVIDENCE [J].
BROWN, P ;
KEIM, DB ;
KLEIDON, AW ;
MARSH, TA .
JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (01) :105-127
[4]  
CORHAY A, 1987, STOCK MARKET ANOMALI
[5]  
CORHAY A, 1986, RISK PREMIA SEASONAL
[6]  
DIMSON E, 1984, IMPACT SMALL FIRM EF
[7]   RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J].
FAMA, EF ;
MACBETH, JD .
JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) :607-636
[8]   STOCK-MARKET SEASONALITY - INTERNATIONAL EVIDENCE [J].
GULTEKIN, MN ;
GULTEKIN, NB .
JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (04) :469-481
[9]  
Hamon J., 1986, FINANCE, V7, P57
[10]  
Hawawini G., 1983, J BUS FINAN ACCOUNT, V10, P333