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Firm heterogeneity and calendar anomalies

Sharma, Susan Sunila and Narayan, Paresh Kumar 2011, Firm heterogeneity and calendar anomalies, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

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Title Firm heterogeneity and calendar anomalies
Author(s) Sharma, Susan SunilaORCID iD for Sharma, Susan Sunila orcid.org/0000-0002-7297-1557
Narayan, Paresh Kumar
Publication date 2011
Series School Working Paper - Financial Econometrics Series ; SWP 2011/12
Total pages 50
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) Calendar Anomalies
Returns
Heterogeneous
Volatility
RePEc:dkn:ecomet:fe_2011_12
Language eng
HERDC Research category CN.1 Other journal article
Copyright notice ©2011, The Authors
Persistent URL http://hdl.handle.net/10536/DRO/DU:30106716

Document type: Report
Collection: RePEc Working Papers
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