From t-bills to common stocks: investigating the generality of intra- week return seasonality
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- Flannery, Mark J & Protopapadakis, Aris A, 1988. " From T-Bills to Common Stocks: Investigating the Generality of Intra-Week Return Seasonality," Journal of Finance, American Finance Association, vol. 43(2), pages 431-450, June.
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KeywordsInterest rates ; Seasonal variations (Economics) ; Stock - Prices ; Government securities;
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