Evidence On The Behavior Of Bid And Ask Prices At The Turn Of The Year: Implications For The Survival Of Stock Return Seasonality
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Cited by:
- Graflund, Andreas, 2001. "Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998," Working Papers 2001:8, Lund University, Department of Economics.
- Kenneth Beller & John R. Nofsinger, 1998. "On Stock Return Seasonality And Conditional Heteroskedasticity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 21(2), pages 229-246, June.
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