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- W2290750033 abstract "In this paper we analyze seasonal patterns on the stock markets for the U.S. and the Netherlands in the time period between 1993 and 2013. The anomalies that are investigated are the day-of-the-week effect, turn-of-the-month effect and the January effect. These effects are analyzed with the daily returns and the models that have been used are the OLS regression and the GARCH model. In the results we found only evidence for the existence of the turn-of-the-month effect in both countries." @default.
- W2290750033 created "2016-06-24" @default.
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- W2290750033 date "2015-01-01" @default.
- W2290750033 modified "2023-09-27" @default.
- W2290750033 title "Seasonal Effects: The Netherlands versus the United States" @default.
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