Janice Phoeng

Erasmus University Rotterdam (EUR)

Burgemeester Oudlaan 50

3000 DR Rotterdam, Zuid-Holland 3062PA

Netherlands

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Scholarly Papers (1)

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The Zodiac Calendar and Equity Factor Returns

China Accounting and Finance Review, Forthcoming
Number of pages: 21 Posted: 15 Jan 2016 Last Revised: 18 Jul 2016
Janice Phoeng and Laurens Swinkels
Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR)
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Abstract:

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Calendar Effects, Factor investing, Stock market returns, Zodiac calendar