The January effect evidence from the corporate bond market - by Roger Fares Haddad
| dc.contributor.author | Haddad, Roger Fares | |
| dc.contributor.department | Suliman S. Olayan School of Business | |
| dc.contributor.faculty | Suliman S. Olayan School of Business | |
| dc.contributor.institution | American University of Beirut | |
| dc.date | 2008 | |
| dc.date.accessioned | 2012-06-13T07:11:19Z | |
| dc.date.available | 2012-06-13T07:11:19Z | |
| dc.date.issued | 2008 | |
| 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.identifier.uri | http://hdl.handle.net/10938/7664 | |
| dc.language.iso | en | |
| 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 |