THE EFFECT OF SIZE, BOOK-TO-MARKET EQUITY, PRIOR RETURNS, AND BETA ON STOCK RETURNS: JANUARY VERSUS THE REMAINDER OF THE YEAR
Author:
Affiliation:
1. University of New Hampshire
2. Florida State University
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.1995.tb00557.x/fullpdf
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3. New evidence on the nature of size-related anomalies in stock prices;Brown;Journal of Financial Economics,1983
4. On the contrarian investment strategy;Chan;Journal of Business,1988
5. A fundamental study of the seasonal risk-return relationship: A note;Chang;Journal of Finance,1988
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