مرکز منطقه ای اطلاع رساني علوم و فناوري - A note on stock market seasonality: The impact of stock price volatility on the application of dummy variable regression model

Title of article :

A note on stock market seasonality: The impact of stock price volatility on the application of dummy variable regression model

Author/Authors :

Chin-Chen Chien، نويسنده , , Cheng-Few Lee، نويسنده , , Andrew M. L. Wang، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

155

To page :

162

Keywords :

Dummy variable regression model , Stock market seasonality , January effect

Journal title :

Quarterly Review of Economics and Finance

Serial Year :

2002

Journal title :

Quarterly Review of Economics and Finance

Record number :

178323

Link To Document :