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The persistence of the small firm/January effect: Is it consistent with investors' learning and arbitrage efforts?
Easterday, Kathryn E., (2009)
Another Specification of Ohlson's ‘Other Information’ Term for the Earnings/Returns Association: Theory and Some Evidence
Easterday, Kathryn E., (2011)
The persistence of the small firm-January effect: Is it consistent with investors’ learning and arbitrage efforts?