The persistence of the small firm/January effect: Is it consistent with investors' learning and arbitrage efforts?

Quarterly Review of Economics and Finance

Volumn 49, Issue 3, 2009, Pages 1172-1193

  Easterday, Kathryn E ^a   Sen, Pradyot K ^b   Stephan, Jens A ^b  

^a MIAMI UNIVERSITY   (United States)

^b UNIVERSITY OF CINCINNATI   (United States)

Author keywords

Arbitrage; January effect; Market efficiency; Trading volume

Indexed keywords

EID: 67649757315     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.qref.2008.07.001     Document Type: Article

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