TY - JOUR
T1 - Real vs. nominal stock return seasonalities
T2 - empirical evidence
AU - Lauterbach, Beni
AU - Ungar, Meyer
PY - 1995
Y1 - 1995
N2 - In Israel, where the average inflation rate has been relatively high, calendar stock market anomalies appear different than in most of the other international markets. Adjustment for inflation, however, eliminates the dissimilarities. This suggests that calendar seasonalities are real, and should be measured in real terms.
AB - In Israel, where the average inflation rate has been relatively high, calendar stock market anomalies appear different than in most of the other international markets. Adjustment for inflation, however, eliminates the dissimilarities. This suggests that calendar seasonalities are real, and should be measured in real terms.
UR - http://www.scopus.com/inward/record.url?scp=33745787684&partnerID=8YFLogxK
U2 - 10.1016/1059-0560(95)90014-4
DO - 10.1016/1059-0560(95)90014-4
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AN - SCOPUS:33745787684
SN - 1059-0560
VL - 4
SP - 133
EP - 147
JO - International Review of Economics and Finance
JF - International Review of Economics and Finance
IS - 2
ER -