Investment results from exploiting turn-of-the-month effects: Should you pay attention to the turn of the month?

Journal of Portfolio Management

Volumn 22, Issue 3, 1996, Pages 17-23

  Hensel, Chris R ^a   Ziemba, William T ^b  

^a Frank Russell Company   (United States)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030099639     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.1996.409556     Document Type: Article

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