Title:

Another Look at the Holiday Effect

Authors:

Paulo Gama (U Coimbra)
Elisabete Vieira (U Aveiro)

Journal:

Applied Financial Economics

Year:

2013

Volume:

23

Pages:

1623-1633

JEL codes:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
G14 - Information and Market Efficiency; Event Studies