January Effect and Other Seasonal Anomalies: A Common Theoretical Framework: 9 (Studies in Managerial and Financial Accounting, 9) - Image 1

£107.99

Jai Press Inc. January Effect and Other Seasonal Anomalies: A Common Theoretical Framework: 9 (Studies in Managerial and Financial Accounting, 9)

Name: January Effect and Other Seasonal Anomalies: A Common Theoretical Framework: 9 (Studies in Managerial and Financial Accounting, 9)
Brand: Jai Press Inc.
Price: 107.99 GBP
Availability: InStock

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Description

This book 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. Keynes' theory provides a common theoretical framework and represents a paradigm shift for the examination of all seasonals. An extensive literature review is provided along with identification and empirical examinations of the intergenerational transfers hypothesis, special closings of the New York Stock Exchange, tax (estimated tax) payment effects, and an historical/contemporary retail merchandising industry seasonal. Databases used for empirical tests include the Stock Index and Market Seasonals (SIMS) database, the Cowles Index and contemporary Standards and Poor's counterparts, and the Internal Revenue Service's Statistic of Income public use file.

Product Specifications

Brand: Jai Press Inc.
Format: hardcover
ASIN: 0762305525
Category: Books > Subjects > Business, Finance & Law > Accounting
Domain: Amazon UK
Release Date: 10 May 2000
Listed Since: 19 October 2006

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Jai Press Inc. January Effect and Other Seasonal Anomalies: A Common Theoretical Framework: 9 (Studies in Managerial and Financial Accounting, 9)

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