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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)
Das Januar Barometer: viel Lärm um nichts?
Grünbichler, Andreas, (1999)
Seasonal predictability of stock market returns
Marquering, Wessel A., (2002)
An examination of the relation between asymmetric risk measures, prior returns and expected daily stock returns
Huffman, Stephen P., (2013)
The incremental information content of innovations in implied idiosyncratic volatility
Moll, Cliff R., (2016)
The Incremental Information Content of Innovations in Implied Idiosyncratic Volatility