Seasonality in the cross-section of stock returns

Journal of Financial Economics

Volumn 87, Issue 2, 2008, Pages 418-445

  Heston, Steven L ^a   Sadka, Ronnie ^b  

^a UNIVERSITY OF MARYLAND   (United States)

^b UNIVERSITY OF WASHINGTON   (United States)

Author keywords

Asset pricing; Liquidity; Market efficiency; Periodicity; Seasonality

Indexed keywords

EID: 38149057270     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2007.02.003     Document Type: Article

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