Work

Seasonality in outliers of daily stock returns: A tail that wags the dog?

Year: 2008

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2007.12.001

Authors: Dan Galai, Haim Kedar-Levy, Ben Z. Schreiber

Institutions: Hebrew University of Jerusalem, Ben-Gurion University of the Negev, Temple University, Bank of Israel

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3122214217

FWCI: 3.083

Cites: 24

Cited by: 24

Related to: 10