The January and turn-of-the-month effect on firm returns and return volatility Sharma, Susan Sunila and Narayan, Paresh Kumar 2011, The January and turn-of-the-month effect on firm returns and return volatility, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic.. Attached Files Name Description MIMEType Size Downloads Title The January and turn-of-the-month effect on firm returns and return volatility Author(s) Sharma, Susan Sunila orcid.org/0000-0002-7297-1557 Narayan, Paresh Kumar Publication date 2011 Series School Working Paper - Financial Econometrics Series ; SWP 2011/01 Total pages 33 Publisher Deakin University, School of Accounting, Economics and Finance Place of publication Geelong, Vic. Keyword(s) Firm Returns Volatility Sector Heterogeneous January Turn-of-the-month RePEc:dkn:ecomet:fe_2011_01 Language eng HERDC Research category CN.1 Other journal article Copyright notice ©2011, The Authors Persistent URL http://hdl.handle.net/10536/DRO/DU:30106718 Document type: Report Collection: RePEc Working Papers Related Links Link Description   Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Thu, 08 Mar 2018, 13:42:25 EST Thu, 08 Mar 2018, 14:14:29 EST Fri, 09 Mar 2018, 07:23:30 EST Fri, 09 Mar 2018, 09:11:47 EST Filtered Full Citation counts:   Cited 0 times in TR Web of Science Cited 0 times in Scopus Search Google Scholar Access Statistics: 11 Abstract Views, 1 File Downloads  -  Detailed Statistics Created: Thu, 08 Mar 2018, 13:42:25 EST

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