An Investigation of the Relationship Between Security Return Seasonal Aomaly and Individual Investor''s Trading Pattern
碩士 === 國立雲林科技大學 === 企業管理技術研究所 === 87 === The research in terms of seasonal anomaly in financial time series has been receiving extensive attention in the past fifty years. The most well-known seasonal anomaly is the Day-of-the-Week effect advanced by Cross (1973), French (1980), Gibbons and Hess (19...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35795669321279779112 |