Choudhry, Taufiq <br/><br/>
Month of the year effect and january effect in pre wwi stock returns evidence from a non linear garch model 
 J8629  2001 

 -  2001 
 - 1-11  V.  6  Issue.   1 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance and Economics
<br/><br/><label>Subjects--Index Terms: </label>Asymmetric effect;January effect;Non linear GARCH;Seasonal anomalies;Volatility;