A factor model of seasonality in stock returns

  1. Gardeazabal, J.
  2. Regulez, M.
Journal:
Quarterly Review of Economics and Finance

ISSN: 1062-9769

Year of publication: 2004

Volume: 44

Issue: 2

Pages: 224-236

Type: Article

DOI: 10.1016/S1062-9769(03)00032-2 GOOGLE SCHOLAR
Data source: Scopus