000 | 00616nam a2200181Ia 4500 | ||
---|---|---|---|
008 | 100324s9999 xx 000 0 und d | ||
100 | _aChoudhry, Taufiq | ||
240 | _aInternational Journal of Finance and Economics (Q) | ||
245 | _aMonth of the year effect and january effect in pre wwi stock returns evidence from a non linear garch model | ||
246 |
_aJ8629 _f2001 |
||
260 | _c2001 | ||
300 |
_bV. 6 _cIssue. 1 _a1-11 |
||
366 | _b2001 | ||
366 | _bJan | ||
650 | _aFinance and Economics | ||
653 | _aAsymmetric effect;January effect;Non linear GARCH;Seasonal anomalies;Volatility; | ||
942 | _cJA | ||
999 |
_c41889 _d41889 |