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The January effect evidence from the corporate bond market - by Roger Fares Haddad

The January effect evidence from the corporate bond market - by Roger Fares Haddad

Haddad, Roger Fares
URI: http://hdl.handle.net/10938/7664
Date: 2008

Abstract:

This paper studies the existence of abnormal returns in January using a sample o f daily corporate bond returns obtained from the newly available TRACE database. Using a one-step event study approach, the results show no evidence on the exis tence of posi

Description:

 
Project (M.B.A.)--American University of Beirut, Suliman S. Olayan School of Business, 2008.;"First Reader : Dr. Wassim Dbouk, Assistant Professor, Suliman S. Olayan School of Business--Second Reader : Dr. Hanin Abdallah, Senior Lecturer, Suliman S. Olaya
 
Bibliography : leaves 23-25.
 

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