Turn-of-month and pre-holiday effects on stock returns: Some international evidence

B-Tier

Journal: Journal of Banking & Finance

Year: 1992

Volume: 16

Issue: 3

Pages: 497-509

Authors (2)

Cadsby, Charles Bram Ratner, Mitchell (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count