Jens Stephan

Independent

No Address Available

United States

SCHOLARLY PAPERS

1

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700

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2

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9

Scholarly Papers (1)

1.

The Persistence of the Small Firm/January Effect: Is it Consistent With Investors' Learning and Arbitrage Efforts?

Quarterly Review of Economics and Finance, 49(3): 1172-1193, 2009
Number of pages: 47 Posted: 22 Jul 2008 Last Revised: 11 Jun 2015
Wright State University, affiliation not provided to SSRN and Independent
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Citation 2

Abstract:

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January effect, market efficiency, arbitrage