The CAPM and the Calendar: Empirical Anomalies and the Risk Return Relationship

Authors
Charles Bram Cadsby
Citation
Charles Bram Cadsby, The CAPM and the Calendar: Empirical Anomalies and the Risk Return Relationship, Management science, 38(11), 1992, pp. 1543
Journal title
Management science → ACNP
ISSN journal
00251909
Volume
38
Issue
11
Year of publication
1992
Database
ICR
SICI code
0025-1909(1992)38:11<1543:TCATCE>2.0.ZU;2-I