The January effect evidence from the corporate bond market - by Roger Fares Haddad
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.
Bibliography : leaves 23-25.