Matches in SemOpenAlex for { <https://semopenalex.org/work/W2014867024> ?p ?o ?g. }
Showing items 1 to 95 of
95
with 100 items per page.
- W2014867024 endingPage "162" @default.
- W2014867024 startingPage "155" @default.
- W2014867024 abstract "This article provides both statistical analysis and empirical evidence that the dummy variable regression models extensively employed in the market seasonality literature may wind-up misleading results. We show that the estimates of the said model tend to reject the null hypothesis incorrectly once the stock returns exhibit higher volatility for the specified period under examination. Our empirical results suggest that the so-called “January effect” could be attributed to the application of inappropriate statistical method." @default.
- W2014867024 created "2016-06-24" @default.
- W2014867024 creator A5006319216 @default.
- W2014867024 creator A5006835015 @default.
- W2014867024 creator A5079282924 @default.
- W2014867024 date "2002-03-01" @default.
- W2014867024 modified "2023-09-23" @default.
- W2014867024 title "A note on stock market seasonality: The impact of stock price volatility on the application of dummy variable regression model" @default.
- W2014867024 cites W1485812904 @default.
- W2014867024 cites W1562072655 @default.
- W2014867024 cites W1590844819 @default.
- W2014867024 cites W1979207666 @default.
- W2014867024 cites W1984948669 @default.
- W2014867024 cites W2000534339 @default.
- W2014867024 cites W2007263832 @default.
- W2014867024 cites W2029862156 @default.
- W2014867024 cites W2053848643 @default.
- W2014867024 cites W2072561038 @default.
- W2014867024 cites W2078838966 @default.
- W2014867024 cites W2105234783 @default.
- W2014867024 cites W2112740107 @default.
- W2014867024 cites W2141673418 @default.
- W2014867024 cites W2164889808 @default.
- W2014867024 cites W4235489143 @default.
- W2014867024 cites W4236679923 @default.
- W2014867024 cites W4238414867 @default.
- W2014867024 cites W4245661660 @default.
- W2014867024 cites W4253138119 @default.
- W2014867024 doi "https://doi.org/10.1016/s1062-9769(00)00081-8" @default.
- W2014867024 hasPublicationYear "2002" @default.
- W2014867024 type Work @default.
- W2014867024 sameAs 2014867024 @default.
- W2014867024 citedByCount "41" @default.
- W2014867024 countsByYear W20148670242012 @default.
- W2014867024 countsByYear W20148670242013 @default.
- W2014867024 countsByYear W20148670242014 @default.
- W2014867024 countsByYear W20148670242016 @default.
- W2014867024 countsByYear W20148670242017 @default.
- W2014867024 countsByYear W20148670242018 @default.
- W2014867024 countsByYear W20148670242019 @default.
- W2014867024 countsByYear W20148670242022 @default.
- W2014867024 countsByYear W20148670242023 @default.
- W2014867024 crossrefType "journal-article" @default.
- W2014867024 hasAuthorship W2014867024A5006319216 @default.
- W2014867024 hasAuthorship W2014867024A5006835015 @default.
- W2014867024 hasAuthorship W2014867024A5079282924 @default.
- W2014867024 hasConcept C105795698 @default.
- W2014867024 hasConcept C106159729 @default.
- W2014867024 hasConcept C125403950 @default.
- W2014867024 hasConcept C149782125 @default.
- W2014867024 hasConcept C152877465 @default.
- W2014867024 hasConcept C162324750 @default.
- W2014867024 hasConcept C166957645 @default.
- W2014867024 hasConcept C191988596 @default.
- W2014867024 hasConcept C204036174 @default.
- W2014867024 hasConcept C205649164 @default.
- W2014867024 hasConcept C2779343474 @default.
- W2014867024 hasConcept C2780299701 @default.
- W2014867024 hasConcept C33923547 @default.
- W2014867024 hasConcept C91602232 @default.
- W2014867024 hasConceptScore W2014867024C105795698 @default.
- W2014867024 hasConceptScore W2014867024C106159729 @default.
- W2014867024 hasConceptScore W2014867024C125403950 @default.
- W2014867024 hasConceptScore W2014867024C149782125 @default.
- W2014867024 hasConceptScore W2014867024C152877465 @default.
- W2014867024 hasConceptScore W2014867024C162324750 @default.
- W2014867024 hasConceptScore W2014867024C166957645 @default.
- W2014867024 hasConceptScore W2014867024C191988596 @default.
- W2014867024 hasConceptScore W2014867024C204036174 @default.
- W2014867024 hasConceptScore W2014867024C205649164 @default.
- W2014867024 hasConceptScore W2014867024C2779343474 @default.
- W2014867024 hasConceptScore W2014867024C2780299701 @default.
- W2014867024 hasConceptScore W2014867024C33923547 @default.
- W2014867024 hasConceptScore W2014867024C91602232 @default.
- W2014867024 hasIssue "1" @default.
- W2014867024 hasLocation W20148670241 @default.
- W2014867024 hasOpenAccess W2014867024 @default.
- W2014867024 hasPrimaryLocation W20148670241 @default.
- W2014867024 hasRelatedWork W1516911422 @default.
- W2014867024 hasRelatedWork W1655310703 @default.
- W2014867024 hasRelatedWork W1994725578 @default.
- W2014867024 hasRelatedWork W2205824426 @default.
- W2014867024 hasRelatedWork W2529055134 @default.
- W2014867024 hasRelatedWork W2590774009 @default.
- W2014867024 hasRelatedWork W2898112916 @default.
- W2014867024 hasRelatedWork W2983437053 @default.
- W2014867024 hasRelatedWork W3112809087 @default.
- W2014867024 hasRelatedWork W3122890399 @default.
- W2014867024 hasVolume "42" @default.
- W2014867024 isParatext "false" @default.
- W2014867024 isRetracted "false" @default.
- W2014867024 magId "2014867024" @default.
- W2014867024 workType "article" @default.