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Lunar seasonality in precious metal returns?

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  • Brian Lucey

Abstract

We demonstrate for the first time the existence of a lunar cycle on precious metal returns. This appears to be more pronounced in silver than gold, with very little evidence for an effect in platinum.

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Bibliographic Info

Article provided by Taylor & Francis Journals in its journal Applied Economics Letters.

Volume (Year): 17 (2010)
Issue (Month): 9 ()
Pages: 835-838

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Handle: RePEc:taf:apeclt:v:17:y:2010:i:9:p:835-838

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Cited by:
  1. Reschenhofer, Erhard & Lingler, Michaela, 2013. "Detecting synchronous cycles in financial time series of unequal length," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 1-9.
  2. Nicholas Apergis & Christina Christou & James E. Payne, 2014. "Precious metal markets, stock markets and the macroeconomic environment: a FAVAR model approach," Applied Financial Economics, Taylor & Francis Journals, vol. 24(10), pages 691-703, May.

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