The anomalies that aren't there: the weekend, January and pre-holiday effects on the all gold index on the Johannesburg Stock Exchange 1987–1997.

Autor: Coutts, J. Andrew1 J.A.Coutts@bradford.ac.uk, Sheikh, Mohamed A.2
Zdroj: Applied Financial Economics. Dec2002, Vol. 12 Issue 12, p863-871. 9p. 3 Charts.
Databáze: Business Source Ultimate