Another look on bond market seasonality: a note
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- Wilson, Jack W & Jones, Charles P, 1990. "Is There a January Effect in Corporate Bond and Paper Returns?," The Financial Review, Eastern Finance Association, vol. 25(1), pages 55-79, February.
- Keim, Donald B. & Stambaugh, Robert F., 1986.
"Predicting returns in the stock and bond markets,"
Journal of Financial Economics,
Elsevier, vol. 17(2), pages 357-390, December.
- Donald B. Keim & Robert F. Stambaugh, "undated". "Predicting Returns in the Stock and Bond Markets," Rodney L. White Center for Financial Research Working Papers 15-85, Wharton School Rodney L. White Center for Financial Research.
- Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
- Tim Bollerslev, 1986. "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series EERI RP 1986/01, Economics and Econometrics Research Institute (EERI), Brussels.
- Keim, Donald B., 1983. "Size-related anomalies and stock return seasonality : Further empirical evidence," Journal of Financial Economics, Elsevier, vol. 12(1), pages 13-32, June.
- Schneeweis, Thomas & Woolridge, J. Randall, 1979. "Capital Market Seasonality: The Case of Bond Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(05), pages 939-958, December.
- Chan, Kam C. & Pan, Ming-Shiun & Wu, H. K., 1993. "An investigation of the empirical distribution of bond returns," Journal of Economics and Business, Elsevier, vol. 45(2), pages 159-167, May. Full references (including those not matched with items on IDEAS)
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