Andrew D Clare
Datos Biográficos
| ID | 5735543 |
|---|---|
| NOMBRE | Andrew D Clare |
| NOMBRES | Andrew D |
| APELLIDO | Clare |
| FIRMA | CLARE A D |
| VERIFICADO | No |
| TOTAL DE OBRAS | 1 |
| TOTAL DE CITAS | 2 |
| TOTAL COMO AUTOR | 1 |
| TOTAL COMO EDITOR | 0 |
| PRIMER AÑO DE PUBLICACIÓN | 1995 |
| AÑO MÁS RECIENTE DE PUBLICACIÓN | 1995 |
| ÍNDICE H | 1 |
An Analysis of Seasonality in the U.K. Equity Market
This paper examines the nature and importance of seasonal fluctuations in the UK equity market. Our analysis reveals that returns on the FT-A All Share index exhibit significant seasonality which is best described by a deterministic seasonal model. We also establish that evidence of seasonal variation is robust across size sorted portfolios and remains unaffected by the introduction of a proxy for risk
An Analysis of Seasonality in the U.K. Equity Market
This paper examines the nature and importance of seasonal fluctuations in the UK equity market. Our analysis reveals that returns on the FT-A All Share index exhibit significant seasonality which is best described by a deterministic seasonal model. We also establish that evidence of seasonal variation is robust across size sorted portfolios and remains unaffected by the introduction of a proxy for risk
An Analysis of Seasonality in the U.K. Equity Market
This paper examines the nature and importance of seasonal fluctuations in the UK equity market. Our analysis reveals that returns on the FT-A All Share index exhibit significant seasonality which is best described by a deterministic seasonal model. We also establish that evidence of seasonal variation is robust across size sorted portfolios and remains unaffected by the introduction of a proxy for risk
Econometrics (1 obras) · Economics (1 obras) · Equity (law (1 obras) · Financial economics (1 obras) · Financial Markets and Investment Strategies (1 obras) · Housing Market and Economics (1 obras) · Mathematics (1 obras) · Monetary Policy and Economic Impact (1 obras) · Political science (1 obras) · Proxy (statistics (1 obras)