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Canadian Calendar Anomalies And The Capital Asset Pricing Model

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Author Info
CADSBY, C.B.

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Abstract

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Publisher Info
Paper provided by University of Guelph, Department of Economics in its series Working Papers with number 1988-12.

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Length: 26 pages
Date of creation: 1988
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Handle: RePEc:gue:guelph:1988-12

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Related research
Keywords: financial market seasonal fluctuations prices capital

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Ercan Balaban, 1995. "January Effect, Yes. What About Mark Twain Effect?," Discussion Papers 9509, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
Statistics
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