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Seasonality in Equity Long-Short Factor Strategies

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Academic paper

Factor Seasonalities: International and Further Evidence

AuthorsAleksander Mercik; Daniel Cupriak; Adam Zaremba

Institute
  • Wroclaw University of Economics and Business
  • Monash University
  • Poznań University of Economics and Business
  • Australian Regenerative Medicine Institute
  • Montpellier Business School
  • Munich Business School
  • MBS School of Business
  • Poznan University of Economics and Business

Paper linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=4490643

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