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An Analysis of Seasonality in the U.K. Equity Market

Datos Bibliográficos

ID9716167
AutoresAndrew D Clare, Andrew Clare (0000-0002-4180-6778, Brunel University of London), Zacharias Psaradakis (0000-0001-9417-4156, University of Bristol), Stephen Thomas (0000-0001-9306-0114), Stephen H Thomas (0000-0001-6416-6462)
Año1995
Volumen105
Número429
Páginas398
Fecha de publicación1995-03-01
Peer ReviewedSí
Open AccessNo
TipoARTICLE
RevistaThe Economic Journal (JOURNAL)
Identificadores de la revistaISSN: 0013-0133 • E-ISSN: 1468-0297
EditorialOxford University Press (OUP) (PUBLISHER)
DOI10.2307/2235499
OpenAlexW2073009763
IdiomaEN
Citas recibidas2
Referencias citadas8

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 · Economics · Equity (law · Financial economics · Political science · Proxy (statistics · Seasonality · Statistics · Financial Markets and Investment Strategies · Housing Market and Economics · Mathematics · Monetary Policy and Economic Impact

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    Open Access•M Hashem Pesaran, Allan Timmermann•The Economic Journal•2000

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Obras citantes distintas2
Citas por año0,07
Intervalo de citas1997 - 2000 (4)
Velocidad de citaciónhistorical
Altamente citadoNo
Tipos de citaNeutras: 2
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