December and January effect and Volatility in the United States Stock Markets

December and January effect and Volatility in the United States Stock Markets

Bibliographic Details
Main Author: Ahokas, Veera
Other Authors: Kauppakorkeakoulu, School of Business and Economics, Taloustieteet, Business and Economics, Jyväskylän yliopisto, University of Jyväskylä, Taloustiede, Economics, 2041
Format: Master's thesis
Language:eng
Published: 2021
Subjects:
January effect
December effect
company size
stock returns
anomaliat
GARCH-mallit
arvopaperimarkkinat
volatiliteetti
anomalies
GARCH models
security market
volatility (societal properties)
Online Access: https://jyx.jyu.fi/handle/123456789/76460

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