Winter Blues: A Sad Stock Market Cycle
暂无分享,去创建一个
[1] Ning Zhu,et al. Rain or Shine: Where is the Weather Effect? , 2002 .
[2] Ilia D. Dichev,et al. Lunar Cycle Effects in Stock Returns , 2001 .
[3] D. Hirshleifer,et al. Good Day Sunshine: Stock Returns and the Weather , 2001 .
[4] Melanie Cao. Stock Market Returns : A Temperature Anomaly ∗ , 2001 .
[5] L A Palinkas,et al. Stages of Change in Mood and Behavior During a Winter in Antarctica , 2000, Environment and behavior.
[6] K. Lewis,et al. Trying to Explain Home Bias in Equities and Consumption , 1999 .
[7] Ben Jacobsen,et al. The Halloween Indicator, 'Sell in May and Go Away': Another Puzzle , 2001 .
[8] Bernardo J. Carducci,et al. Type a and Risk Taking in Everyday Money Matters , 1998 .
[9] C. Eastman,et al. Which environmental variables are related to the onset of seasonal affective disorder? , 1997, Journal of abnormal psychology.
[10] James A. Ligon. A SIMULTANEOUS TEST OF COMPETING THEORIES REGARDING THE JANUARY EFFECT , 1997 .
[11] R. Donaldson,et al. An artificial neural network-GARCH model for international stock return volatility , 1997 .
[12] L A Palinkas,et al. Subsyndromal Seasonal Affective Disorder in Antarctica , 1996, The Journal of nervous and mental disease.
[13] R. Bagby,et al. Seasonal and non-seasonal depression and the five-factor model of personality. , 1996, Journal of affective disorders.
[14] T. Bolwig,et al. The influence of climate on development of winter depression. , 1996, Journal of affective disorders.
[15] R. Jouvent,et al. Sensation-seeking and emotional disturbances in depression: relationships and evolution. , 1995, Journal of affective disorders.
[16] Richard Kershaw,et al. Finance , 1892, Handbooks in operations research and management science.
[17] Charles F. Kramer,et al. Macroeconomic Seasonality and the January Effect , 1994 .
[18] G. Leonhardt,et al. Long-term follow-up of depression in seasonal affective disorder. , 1994, Comprehensive psychiatry.
[19] Alan M. Taylor,et al. Domestic Saving and International Capital Flows Reconsidered , 1994 .
[20] J. Schnabel,et al. Professional portfolio managers and the January effect: theory and evidence , 1994 .
[21] M. Zuckerman. Behavioral Expressions and Biosocial Bases of Sensation Seeking , 1994 .
[22] Robert F. Engle,et al. Hourly volatility spillovers between international equity markets , 1994 .
[23] L. Glosten,et al. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks , 1993 .
[24] N. Rosenthal,et al. Winter Blues: Seasonal Affective Disorder: What It Is and How to Overcome It , 1993 .
[25] Richard Chess. The Rest of the Year , 1993 .
[26] Early light treatment can prevent an emerging winter depression from developing into a full-blown depression. , 1993, Journal of affective disorders.
[27] H. Tokunaga,et al. The use and abuse of consumer credit: Application of psychological theory and research , 1993 .
[28] R. Williams,et al. Frequency of seasonal affective disorder among individuals seeking treatment at a Northern Canadian mental health center , 1993, Psychiatry Research.
[29] Edward M. Saunders. Stock Prices and Wall Street Weather , 1993 .
[30] S. Dager,et al. Dawn simulation treatment of winter depression: a controlled study. , 1993 .
[31] M. Zuckerman,et al. Sensation seeking, risk appraisal, and risky behavior☆ , 1993 .
[32] Martin H. Teicher,et al. Seasonal mood disorders. Patterns of seasonal recurrence in mania and depression. , 1993, Archives of general psychiatry.
[33] C. Bungener,et al. SENSATION SEEKING AND DEPRESSIVE MOOD , 1992 .
[34] T. Nordahl,et al. Preliminary data on the metabolic brain pattern of patients with winter seasonal affective disorder. , 1992, Archives of general psychiatry.
[35] L. Brooks,et al. The January Anomaly: Effects of Low Share Price , 1992 .
[36] J. Eastwood. Winter blues--seasonal affective disorder. , 1992, Occupational health; a journal for occupational health nurses.
[37] J. Wooldridge,et al. Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances , 1992 .
[38] Steven L. Jones,et al. New Evidence on the January Effect before Personal Income Taxes , 1991 .
[39] Bernardo J. Carducci,et al. Sensation seeking and financial risk taking in everyday money matters , 1991 .
[40] Stock Market Seasonals and Prespecified Multifactor Pricing Relations , 1990 .
[41] C. Leeman. Pathophysiology of tricyclic-induced sweating. , 1990, The Journal of clinical psychiatry.
[42] U. Lahaie,et al. Seasonal Affective Disorder , 1986, British Journal of Psychiatry.
[43] S. Dilsaver. Onset of winter depression earlier than generally thought? , 1990, The Journal of clinical psychiatry.
[44] Adrian Pagan,et al. Alternative Models for Conditional Stock Volatility , 1989 .
[45] E. C. Chang,et al. Seasonal Fluctuations in Industrial Production and Stock Market Seasonals , 1989, Journal of Financial and Quantitative Analysis.
[46] V. Akgiray. Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts , 1989 .
[47] Tim Bollerslev,et al. Quasi-maximum likelihood estimation of dynamic models with time varying covariances , 1988 .
[48] J. Ritter. The Buying and Selling Behavior of Individual Investors at the Turn of the Year , 1988 .
[49] Richard H. Thaler,et al. Anomalies: The January Effect , 1987 .
[50] S. Ross,et al. Economic Forces and the Stock Market , 1986 .
[51] B. R. Hartmann,et al. An "economic" theory of addiction, hypomania, and sensation seeking. , 1986, The International journal of the addictions.
[52] H. White,et al. Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties☆ , 1985 .
[53] 加藤 清. Seasonal and size anomalies in the Japanese stock market , 1985 .
[54] R. R. West,et al. Risk and return: Janaury vs. the rest of the year , 1984 .
[55] M. Zuckerman,et al. Sensation seeking: A comparative approach to a human trait , 1984, Behavioral and Brain Sciences.
[56] P. Bernstein. Liquidity , 1983 .
[57] Philip Brown,et al. Stock return seasonalities and the tax-loss selling hypothesis: analysis of the arguments and Australian evidence , 1983 .
[58] Monte S. Buchsbaum,et al. Sensation seeking and its biological correlates. , 1980 .
[59] H. White. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity , 1980 .
[60] M. A. Grove,et al. ON CAPITAL ASSET PRICES: COMMENT , 1965 .
[61] Conrad Weisert. A comment , 1964, CACM.