• Title of article

    New evidence on the impact of size and taxation on the seasonality of UK equity returns

  • Author/Authors

    Kojo Menyah، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1999
  • Pages
    14
  • From page
    11
  • To page
    24
  • Keywords
    Time-varying beta , Systematic risk estimation , Event studies , GARCH , Conditional volatility
  • Journal title
    Review of Financial Economics
  • Serial Year
    1999
  • Journal title
    Review of Financial Economics
  • Record number

    231202

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=231202