Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
January Effect and Other Seasonal Anomalies: A Common Theoretical Framework

January Effect and Other Seasonal Anomalies: A Common Theoretical Framework

Savage, Arline A.
Epstein, Marc J.
Cataldoii, Anthony J.

Hardcover

Series: Studies in Managerial and Financial Accounting, Book 9

AccountingInvesting & FinanceSports General

ISBN10: 0762305525
ISBN13: 9780762305520
Publisher: Emerald Pub Ltd
Published: May 10 2000
Pages: 344
Weight: 1.45
Height: 0.81 Width: 6.14 Depth: 9.21
Language: English
This book applies John Maynard Keynes' theory of investor liquidity preferences to the examination of the stock market literature on the January effect and other seasonal anomalies. Keynes' theory provides a common theoretical framework and represents a paradigm shift for the examination of all seasonals. An extensive literature review is provided along with identification and empirical examinations of the intergenerational transfers hypothesis, special closings of the New York Stock Exchange, tax (estimated tax) payment effects, and an historical/contemporary retail merchandising industry seasonal. Databases used for empirical tests include the Stock Index and Market Seasonals (SIMS) database, the Cowles Index and contemporary Standards and Poor's counterparts, and the Internal Revenue Service's Statistic of Income public use file.

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