Title of article :
New evidence on the impact of size and taxation on the seasonality of UK equity returns
Author/Authors :
Kojo Menyah، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Pages :
14
From page :
11
To page :
24
Keywords :
Time-varying beta , Systematic risk estimation , Event studies , GARCH , Conditional volatility
Journal title :
Review of Financial Economics
Serial Year :
1999
Journal title :
Review of Financial Economics
Record number :
231202
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=231202
