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- W611687388 abstract "This thesis documents the intertemporal behaviour of an index of Australian stocks. Using an adjusted Statex Accumulation Index over the period 1974-1984, an intraweek and an intramonth effect are found. Heteroscedasticity and autocorrelation are both corrected. The January effect disappears for the sample period when those breaches are corrected. None of the above results warrant the conclusion of an anomaly. Instead, an explanation that the expected return on the market is systematically shifting is proposed. Such an explanation is consistent with CAPM." @default.
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- W611687388 date "1985-01-01" @default.
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- W611687388 title "An investigation of the intraweek, intramonth and January behaviour of an index of Australian stocks" @default.
- W611687388 hasPublicationYear "1985" @default.
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