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Maxwell, 1998 - Google Patents

The January effect in the corporate bond market: A systematic examination

Maxwell, 1998

Document ID
10182591880745788588
Author
Maxwell W
Publication year
Publication venue
Financial Management

External Links

Snippet

This study examines the strength and causes of the January effect in the corporate bond market. The findings support a relation between this anomaly and the small-firm effect. The January effect is found to be a function of at least two phenomena. First, individual investors …
Continue reading at www.jstor.org (other versions)

Classifications

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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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    • G06Q40/04—Exchange, e.g. stocks, commodities, derivatives or currency exchange
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