Detail Japanese Security Market Regularities : Monthly, Turn-of-The-Month and Year, Holiday and Golden Week Effects   Oleh:  Ziemba, William T. Jenis: Article from Bulletin/Magazine Dalam koleksi: JAPAN AND THE WORLD ECONOMY vol. 3 no. 2 (1991), page 119-146. Topik: MARKETS; japanese security; market regularities; golden week effects Ketersediaan Perpustakaan Pusat (Semanggi) Nomor Panggil: JJ47.1 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada     Lihat Detail Induk Isi artikel This paper investigates evidence on several seasonal regularities in the security price returns on the Tokyo Stock Exchange. The study uses data on the NSA and TOPIX market indices from 1949 – 1988. Results are presented concerning monthly, turn - of - the - month and first - half - of - the - month, turn - of - the - year, holiday and golden week effects on theTSE. Opini Anda Klik untuk menuliskan opini Anda tentang koleksi ini! Kembali

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