PATTERNS IN JAPANESE COMMON-STOCK RETURNS - DAY OF THE WEEK AND TURN OF THE YEAR EFFECTS

被引：74

作者：

JAFFE, J

WESTERFIELD, R

机构：

来源：

关键词：

D O I：

10.2307/2330959

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：261 / 272

页数：12

共 50 条

[1] THE WEEK-END EFFECT IN COMMON-STOCK RETURNS - THE INTERNATIONAL EVIDENCE
JAFFE, J
WESTERFIELD, R
[J]. JOURNAL OF FINANCE, 1985, 40 (02): : 433 - 454
[2] EFFECTS OF STRATEGIC-PLANNING ON COMMON-STOCK RETURNS
KUDLA, RJ
[J]. ACADEMY OF MANAGEMENT JOURNAL, 1980, 23 (01): : 5 - 20
[3] A YIELD EFFECT IN COMMON-STOCK RETURNS
GRANT, JL
[J]. JOURNAL OF PORTFOLIO MANAGEMENT, 1995, 21 (02): : 35 - 40
[4] TARGETED REPURCHASES AND COMMON-STOCK RETURNS
MIKKELSON, WH
RUBACK, RS
[J]. RAND JOURNAL OF ECONOMICS, 1991, 22 (04): : 544 - 561
[5] UNEMPLOYMENT, INFLATION, AND COMMON-STOCK RETURNS
GERTLER, M
GRINOLS, EL
[J]. JOURNAL OF MONEY CREDIT AND BANKING, 1982, 14 (02) : 216 - 233
[6] ARE THERE LONG CYCLES IN COMMON-STOCK RETURNS
AYDOGAN, K
BOOTH, GG
[J]. SOUTHERN ECONOMIC JOURNAL, 1988, 55 (01) : 141 - 149
[7] PROBABILITIES ASSOCIATED WITH COMMON-STOCK RETURNS
JONES, CP
WILSON, JW
[J]. JOURNAL OF PORTFOLIO MANAGEMENT, 1995, 22 (01): : 21 - +
[8] THE INFLUENCE OF MAJOR LAWSUITS ON COMMON-STOCK RETURNS
GRATTO, CH
THATCHER, JG
THATCHER, JS
[J]. AKRON BUSINESS AND ECONOMIC REVIEW, 1990, 21 (01): : 51 - 62
[9] A SIMPLIFIED JUMP PROCESS FOR COMMON-STOCK RETURNS
BALL, CA
TOROUS, WN
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1983, 18 (01) : 53 - 65
[10] TREASURY BILL FACTORS AND COMMON-STOCK RETURNS
OLDFIELD, GS
ROGALSKI, RJ
[J]. JOURNAL OF FINANCE, 1981, 36 (02): : 337 - 350