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Lunar seasonality in precious metal returns?

  • Brian Lucey

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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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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