Title of article :
A factor model of seasonality in stock returns
Author/Authors :
Javier Gardeazabal، نويسنده , , Marta Regulez، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Keywords :
Stock returns , Daily seasonality , Common risk factors
Journal title :
Quarterly Review of Economics and Finance
Journal title :
Quarterly Review of Economics and Finance
