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- W2043747515 abstract "This paper provides further evidence on short-term seasonals in returns on equity and fixed interest securities and futures on fixed interest securities in the Australian market. The significant result is that daily seasonals are found infixed interest securities and are qualitatively the same as for equity returns, high Thursday and low Tuesday returns. But the interest rate seasonal does not appear to explain the equity seasonal. Further, while no seasonal was evident in returns on futures on fixed interest securities, the futures market showed a seasonal in daily variances of returns." @default.
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- W2043747515 date "1991-12-01" @default.
- W2043747515 modified "2023-09-27" @default.
- W2043747515 title "Intra-Week Regularities in Security Returns: Further Australian Evidence" @default.
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- W2043747515 doi "https://doi.org/10.1177/031289629101600202" @default.
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