Seasonality and momentum across national equity markets Journal Articles

authors

• Song, Jian
• Balvers, Ronald

status

• published 

publication date

• July 2022

has subject area

• 1402 Applied Economics (FoR)
• 1403 Econometrics (FoR)
• 1502 Banking, Finance and Investment (FoR)
• Economics (Science Metrix)

published in

• North American Journal of Economics and Finance  Journal

keywords

• ANOMALIES
• AUTOCORRELATION
• Business & Economics
• Business, Finance
• COUNTRY
• CROSS-SECTION
• EXPECTED RETURNS
• Economics
• HALLOWEEN INDICATOR
• Momentum
• National equity markets
• Parametric trading strategy
• REVERSAL
• RISK
• SIZE
• STOCK RETURNS
• Seasonality
• Social Sciences

Digital Object Identifier (DOI)

• 10.1016/j.najef.2022.101706

start page

• 101706

end page

• 101706

volume

• 61