The cross-section of January effect
Author:
Funder
Young Scientists Fund
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Link
https://link.springer.com/content/pdf/10.1057/s41260-023-00324-1.pdf
Reference80 articles.
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4. Aretz, K., S.M. Bartram, and P.F. Pope. 2010. Macroeconomic risks and characteristic-based factor models. Journal of Banking & Finance 34 (6): 1383–1399. https://doi.org/10.1016/j.jbankfin.2009.12.006.
5. Baker, M., and J. Wurgler. 2006. Investor sentiment and the cross-section of stock returns. The Journal of Finance 61 (4): 1645–1680. https://doi.org/10.1111/j.1540-6261.2006.00885.x.
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