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