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Seasonality in the cross-section of stock returns

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  • Heston, Steven L.
  • Sadka, Ronnie

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  • Heston, Steven L. & Sadka, Ronnie, 2008. "Seasonality in the cross-section of stock returns," Journal of Financial Economics, Elsevier, vol. 87(2), pages 418-445, February.
    • Handle: RePEc:eee:jfinec:v:87:y:2008:i:2:p:418-445
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