Are Seasonal Anomalies Real? A Ninety-Year Perspective
Journal Article Are Seasonal Anomalies Real? A Ninety-Year Perspective Get access Josef Lakonishok, Josef Lakonishok University of Illinois Search for other works by this author...
Publications
4 shownFundamentals and Stock Returns in Japan
ABSTRACT This paper relates crossâsectional differences in returns on Japanese stocks to the underlying behavior of four variables: earnings yield, size, book to market ratio, a...
Frequent Co-Authors
Researcher Info
- h-index
- 4
- Publications
- 4
- Citations
- 4,538
- Institution
- University of Illinois Urbana-Champaign
External Links
Impact Metrics
h-index
4
h-index: Number of publications with at least h citations each.