The Other January Effect: Evidence against market efficiency?
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- Jiayu Huang & Yifan Wang & Yaojun Fan & Hexuan Li, 2022. "Gauging the effect of investor overconfidence on trading volume from the perspective of the relationship between lagged stock returns and current trading volume," International Finance, Wiley Blackwell, vol. 25(1), pages 103-123, April.
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Keywords
Other January Effect January barometer Seasonality Return predictability Quantitative investment;Statistics
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