The January effect and other seasonal anomalies : a common theoretical framework (Book, 2000) [WorldCat.org]
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The January effect and other seasonal anomalies : a common theoretical framework

Author: Anthony J Cataldo; Arline Savage
Publisher: Stamford (CT) : Jai Press, 2000.
Series: Studies in managerial and financial accounting, 9.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

Applies John Maynard Keynes' theory of investor liquidity preferences to the examination of the stock market literature on the January effect and other seasonal anomalies. This book provides a  Read more...

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Document Type: Book
All Authors / Contributors: Anthony J Cataldo; Arline Savage
ISBN: 0762305525 9780762305520
OCLC Number: 919727158
Notes: Bibliografia. - Index.
Description: XXI, 319 p. ; 24 cm.
Contents: Preface. An Introduction to Keynes' Common Theoretical Framework for All Seasonal Anomalies. Keynes' theory of liquidity preferences. Contemporary Explanations for the January Effect. Tax loss selling and the January effect. The intergenerational transfers hypothesis and the January effect. Capital asset pricing model misspecification and the January effect. Seasonal information flows and the January effect. Window dressing and the January effect. Seasonals Other than the January Effect. The weekend and day-of-the-week effects. The holiday effect. Tax (estimated) tax payment effects. End-of-the-month/turn-of-the-month effects. Month-of-the-year effects. The January Effect and Other Seasonals - A Summary. An historical/contemporary retail merchandising seasonal? The Stock Index and Market Seasonals database. Summary and suggestions for further research. Annotated bibliography. Acronyms. Glossary of hypotheses and terms.
Series Title: Studies in managerial and financial accounting, 9.
Responsibility: by Anthony J. Cataldo II and Arline A. Savage.

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