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Drifting away from market efficiency : the presence of the January effect in the U.S. stock market
Serbu, Alexandra Maria, (2024)
The Other January Effect : international evidence
Bohl, Martin T., (2010)
Pre-holiday effects : international evidence on the decline and reversal of a stock market anomaly
Chong, Ryan, (2005)
The Incremental Information Content of Innovations in Implied Idiosyncratic Volatility
Moll, Cliff R., (2016)
The incremental information content of innovations in implied idiosyncratic volatility
An examination of the relation between asymmetric risk measures, prior returns and expected daily stock returns
Huffman, Stephen P., (2013)