Sharma, Susan Sunila and Narayan, Paresh Kumar 2011, Firm heterogeneity and calendar anomalies, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..
This working paper was later published in the journal 'Applied Financial Economics' and is available online: http://dx.doi.org/10.1080/09603107.2012.692870
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