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Turn-of-month and pre-holiday effects on stock returns: Some international evidence

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Author Info
Cadsby, Charles Bram
Ratner, Mitchell

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6VCY-48HRTK7-2/2/bf94c004e4fb1b1ed61695c4513b6555
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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 16 (1992)
Issue (Month): 3 (June)
Pages: 497-509
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Handle: RePEc:eee:jbfina:v:16:y:1992:i:3:p:497-509

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  1. C. B. Cadsby & V. Torbey, 2003. "Time-of-month anomaly: reality or mirage?," Applied Economics Letters, Taylor and Francis Journals, vol. 10(12), pages 741-745, October. [Downloadable!] (restricted)
  2. Brian M. Lucey, 2005. "Are local or international influences responsible for the pre-holiday behaviour of Irish equities?," Applied Financial Economics, Taylor and Francis Journals, vol. 15(6), pages 381-389, March. [Downloadable!] (restricted)
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  3. Yochanan Shachmurove & Uri BenZion & Paul Klein & Joseph Yagil, 2001. "A Moving Average Comparison of the Tel-Aviv 25 and S&P 500 Stock Indices," Penn CARESS Working Papers 4731f3394c43bebf4d3191c81, Penn Economics Department. [Downloadable!]
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