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- W2000337963 abstract "The folklore that rates of return on the Australian capital market exhibit seasonals is tested. Previous studies by Praetz (1973) and Officer (1975) have reported seasonals. Rozeff and Kinney (1976) follow up these studies and confirm the seasonal in U.S. data. Using spectral techniques, this study provides evidence which, on balance, supports the hypothesis that the generation process for rates of return on Australian equity shares is devoid of seasonal regularity." @default.
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- W2000337963 date "1977-04-01" @default.
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- W2000337963 title "On The Question of Seasonal Regularities in Australian Capital Markets" @default.
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- W2000337963 doi "https://doi.org/10.1177/031289627700200101" @default.
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