The January Effect and Other Seasonal Anomalies: A Common Theoretical Framework

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The January Effect and Other Seasonal Anomalies: A Common Theoretical Framework - A J Cataldo II, Cataldo II, and Cataldo, Anthony J, and Marc J Epstein Arline a Savage Anthony J Cataldo

This book applies John Maynard Keynes' theory of investor liquidity preferences to the examination of the stock market literature on the January effect and other seasonal anomalies. Keynes' theory provides a common theoretical framework and represents a paradigm shift for the examination of all seasonals. An extensive literature review is provided ... Read More

The January Effect and Other Seasonal Anomalies: A Common Theoretical Framework 2000, Emerald Group Publishing

ISBN-13: 9780762305520

Hardcover

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