search query: @author Wilson, J. W. / total: 3
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| Author: | Jones, C. P. Wilson, J. W. |
| Title: | An analysis of the January effect in stocks and interest rates under varying monetary regimes |
| Journal: | Journal of Financial Research
1989 : WINT. VOL. 12:4, p.341-354 |
| Index terms: | INTEREST RATES |
| Language: | eng |
| Abstract: | The paper aims at clarifying the meaning of the January effect. Earlier papers indicate that differing views were based on differing data sets, various time periods and different measurement tools. The present model deals with seven assets from 1871 to 1986, and performs test for different subperiods, representing various monetary regimes. Findings suggest that asset return behavior differs among assets and regimes. |
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