Stivers, Chris; Sun, Licheng; Sun, Yong - In: Journal of Financial Markets 12 (2009) 3, pp. 521-546
We report international, style, and subperiod evidence for the other January effect (OJE) documented in Cooper et al. [2006. The other January effect. Journal of Financial Economics 82, 315-341]. When examining the OJE in 22 countries starting as early as 1801, we find that the spread between...
