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  1. Home
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  3. American Economic Review
  4. March 2003
  5. Winter Blues: A SAD Stock Market Cycle

American Economic Review

ISSN 0002-8282 (Print) | ISSN 1944-7981 (Online)

Winter Blues: A SAD Stock Market Cycle

  • Mark J. Kamstra
  • Lisa A. Kramer
  • Maurice D. Levi
American Economic Review
vol. 93, no. 1, March 2003
(pp. 324–343)
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Citation

Kamstra, Mark, J., Lisa A. Kramer, and Maurice D. Levi. 2003. "Winter Blues: A SAD Stock Market Cycle ." American Economic Review, 93 (1): 324–343. DOI: 10.1257/000282803321455322

JEL Classification

  • G12 Asset Pricing; Trading Volume; Bond Interest Rates
  • G14 Information and Market Efficiency; Event Studies; Insider Trading