Work

Can Omitted Risk Factors Explain the January Effect? A Stochastic Dominance Approach

Year: 1993

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2331286

Author: H. Nejat Seyhun

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2114259284

FWCI: 5.765

Cites: 40

Cited by: 89

Related to: 10