12 Month Seasonal Reversals
Log in to collectAcademic paper
Seasonal Reversals in Expected Stock Returns
Matti Keloharju; Juhani T. Linnainmaa; Peter Nyberg
Aalto University
Centre for Economic Policy Research
Research Institute of Industrial Economics- Aalto University School of Business
- Centre for Economic Policy Research (CEPR)
- Research Institute of Industrial Economics (IFN)
National Bureau of Economic Research- Dartmouth College
- Dartmouth College - Tuck School of Business
- National Bureau of Economic Research (NBER)
This strategy is gated
A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.