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Are Seasonal Anomalies Real? A Ninety-Year Perspective
Review of Financial Studies · 1988 · Vol. 1(4) · pp. 403–425
Josef Lakonishok✉(University of Illinois Urbana-Champaign)Seymour Smidt(Cornell University)
Abstract
Journal Article Are Seasonal Anomalies Real? A Ninety-Year Perspective Get access Josef Lakonishok, Josef Lakonishok University of Illinois Search for other works by this author on: Oxford Academic Google Scholar Seymour Smidt Seymour Smidt Cornell University Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 1, Issue 4, October 1988, Pages 403–425, https://doi.org/10.1093/rfs/1.4.403 Published: 14 March 2015
Financial Markets and Investment StrategiesComplex Systems and Time Series AnalysisFinancial Risk and Volatility ModelingPerspective (graphical)Library scienceHistoryComputer scienceArtificial intelligence
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Journal of Financial Economics · 1980 · 3,391 citations
The relationship between return and market value of common stocks
Journal of Financial Economics · 1981 · 6,072 citations
A Theory of Intraday Patterns: Volume and Price Variability
Review of Financial Studies · 1988 · 3,258 citations
An introduction to probability theory and its applications
Journal of the Franklin Institute · 1958 · 29,713 citations
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