A Microscopic View of the Size and January Effects
碩士 === 國立中央大學 === 財務金融研究所 === 93 === The purpose of this paper is to use different frequency data to reexamine the size and January effect. During the period 1963 - 2002, the results exhibit that size effect only exists in January. More than 45 percent of January returns are from the first trading w...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/87190133720091901881 |