Why don’t you trade only four days a year? An empirical study into the abnormal returns of quarters first trading day
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DOI: 10.1016/j.econlet.2014.06.018
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More about this item
Keywords
Calendar anomalies; Abnormal return; ETFs;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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