Seasonality Estimation in Thin Markets

• 1 June 1984
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 39  (2) , 377-392
• https://doi.org/10.2307/2327866

Abstract

Keywords

• STOCK
• GREATER AVAILABILITY
• THIN MARKETS
• SEASONALITY ESTIMATION
• U.K
• ARTICULATION
• NO FORMAL
• PRICE
• NEGATIVE WEEKEND