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Athanassakos, George
Advani, Arun
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Journal of risk and financial management : JRFM
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Gamesmanship and seasonality in U.S. stock returns
Ackert, Lucy F.
;
Athanassakos, George
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
5
,
pp. 1-11
1997-2018
. Though the anomaly was first reported twenty years ago, it persists in recent data. Rational investors may be …
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