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Financial Analysts Journal Volume 65, 2009 - Issue 4
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Letters to the Editor

“Equity Returns at the Turn of the Month”: Further Confirmation and Insights

Robert S. Hudson Robert S. Hudson, Newcastle University Business School, Newcastle upon Tyne, United Kingdom.
&
Christina V. Atanasova Christina V. Atanasova, Simon Fraser University, Burnaby, British Columbia, Canada.
Pages 14-16 | Published online: 31 Dec 2018

References

  • Lakonishok, Josef, and Seymour Smidt. 1988. “Are Seasonal Anomalies Real? A Ninety-Year Perspective.” Review of Financial Studies, vol. 1, no. 4 (Winter): 403–42510.1093/rfs/1.4.403.
  • Ogden, Joseph P.. 1990. “Turn-of-Month Evaluations of Liquid Profits and Stock Returns: A Common Explanation for the Monthly and January Effects.” Journal of Finance, vol. 45, no. 4 (September): 1259–127210.2307/2328723.

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