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Some of the material in is restricted to members of the community. By logging in, you may be able to gain additional access to certain collections or items. If you have questions about access or logging in, please use the form on the Contact Page.
This dissertation studies the role of cultural holidays in equity pricing. In the first essay, we study individual stock returns in eleven major international markets that celebrate six cultural New Year holidays not on January 1st. Our...
This dissertation studies return seasonalities in the cross section and highlights the link between investor psychology and cross-sectional seasonalities. We document four main categories of return seasonalities in the stock market where...
Some of the material in is restricted to members of the community. By logging in, you may be able to gain additional access to certain collections or items. If you have questions about access or logging in, please use the form on the Contact Page.
