A Monthly Effect in Stock Returns

A Monthly Effect in Stock Returns
Author :
Publisher :
Total Pages : 28
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ISBN-10 : OCLC:15349511
ISBN-13 :
Rating : 4/5 ( Downloads)
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Book Synopsis A Monthly Effect in Stock Returns by : Robert A. Ariel

Download or read book A Monthly Effect in Stock Returns written by Robert A. Ariel and published by . This book was released on 1984 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced
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This paper examines whether the monthly effect continues to exist in the CRSP equally-weighted and value-weighted stock market indices. I also examine for the m