• Title of article

    A factor model of seasonality in stock returns

  • Author/Authors

    Javier Gardeazabal، نويسنده , , Marta Regulez، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2004
  • Pages
    13
  • From page
    224
  • To page
    236
  • Keywords
    Stock returns , Daily seasonality , Common risk factors
  • Journal title
    Quarterly Review of Economics and Finance
  • Serial Year
    2004
  • Journal title
    Quarterly Review of Economics and Finance
  • Record number

    178427