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Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects
Home
Publications
Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects
Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects
JJ
Jeffrey Jaffe
Jeffrey Jaffe
RW
Randolph Westerfield
Randolph Westerfield
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1 June 1985
journal article
Published by
JSTOR
in
Journal of Financial and Quantitative Analysis
Vol. 20
(2)
,
261
https://doi.org/10.2307/2330959
Abstract
No abstract available
Keywords
JAPANESE COMMON
STOCK RETURNS
COMMON STOCK
YEAR EFFECTS
PATTERNS IN JAPANESE
DAY
Cited by 135 articles