Title:

Short-Term Interest Rates and Stock Market Anomalies

Authors:

Paulo Maio (Hanken School of Economics, Helsinki)
Pedro Santa Clara (U Nova)

Journal:

Journal Of Financial And Quantitative Analysis

Year:

2017

Volume:

52

Number:

3

Pages:

927-961

JEL codes:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
G31 - Capital Budgeting; Fixed Investment and Inventory Studies