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

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dc.contributor.author Haddad, Roger Fares
dc.date.accessioned 2012-06-13T07:11:19Z
dc.date.available 2012-06-13T07:11:19Z
dc.date.issued 2008
dc.identifier.uri http://hdl.handle.net/10938/7664
dc.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
dc.description Bibliography : leaves 23-25.
dc.description.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
dc.format.extent ix, 29 leaves 30 cm.
dc.language.iso eng
dc.relation.ispartof Theses, Dissertations, and Projects
dc.subject.classification Pj:001499 AUBNO
dc.subject.lcsh Bond funds
dc.subject.lcsh Bond market
dc.subject.lcsh Stock exchanges
dc.title The January effect evidence from the corporate bond market - by Roger Fares Haddad
dc.type Project
dc.contributor.department American University of Beirut. Suliman S. Olayan School of Business


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