Does the January effect exist in high-yield bond market?

Author: Al-Khazali O.M.1

Source: Review of Financial Economics, Volume 10, Number 1, Spring 2001 , pp. 71-80(10)

Publisher: Elsevier

Keywords: January effect; High-yield bond; Stochastic dominance; Seasonality; Cumulative density function; [JEL classification codes] G15; [JEL classification codes] C32; [JEL classification codes] E44

Language: English

Document Type: Research article

DOI: 10.1016/S1058-3300(01)00026-X

Affiliations: 1: School of Business and Management, American University of Sharjah, , Sharjah, United Arab Emirates

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