The January effect in the foreign exchange market: Evidence for seasonal equity carry trades
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DOI: 10.1016/j.econmod.2019.07.021
Abstract: Abstract In this study, we investigate monthly seasonality in the foreign exchange market. Given the well-known recurrent higher returns in some month than in others in stock markets around the world, we consider it likely… read more here.
Keywords: exchange; foreign exchange; january effect; exchange market ... See more keywords