Seasonality Effect in Anomalies
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Common Factors in Stock Market Seasonalities
Matti Keloharju; Juhani T. Linnainmaa; Peter Nyberg
Research Institute of Industrial Economics
Aalto University
Centre for Economic Policy Research- 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)
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