Quarter-End Effects in Banks: Preferred Habitat or Window Dressing?
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Bibliographic InfoArticle provided by Springer in its journal Journal of Financial Services Research.
Volume (Year): 29 (2006)
Issue (Month): 1 (February)
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Web page: http://www.springerlink.com/link.asp?id=102934
Window dressing; preferred habitat;
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- Griffiths, Mark D. & Kotomin, Vladimir & Winters, Drew B., 2009. "Year-end and quarter-end effects in the term structure of sterling repo and Eurepo rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(5), pages 803-817, December.
- Vladimir Kotomin & Stanley Smith & Drew Winters, 2014. "Interest-rate and calendar-time effects in money market fund and bank deposit cash flows," Journal of Economics and Finance, Springer, vol. 38(1), pages 84-95, January.
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- Gary B. Gorton & Andrew Metrick & Lei Xie, 2014. "The Flight from Maturity," NBER Working Papers 20027, National Bureau of Economic Research, Inc.
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