Liyu Luo

Georgia State University - School of Accountancy

P.O. Box 4050

Atlanta, GA 30302-4050

United States

SCHOLARLY PAPERS

2

DOWNLOADS

1,053

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

The Predictive Value of the Signs of January Returns: Evidence of a New January Effect

Number of pages: 19 Posted: 06 Apr 2004
Lawrence D. Brown and Liyu Luo
Temple University - Department of Accounting and Georgia State University - School of Accountancy
Downloads 586 (45,289)

Abstract:

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January effect, signs of current returns, predicting future returns

2.

The January Barometer: Further Evidence

Journal of Investing, Vol. 15, No. 1, 2006
Number of pages: 8 Posted: 04 Feb 2005 Last Revised: 01 Apr 2014
Lawrence D. Brown and Liyu Luo
Temple University - Department of Accounting and Georgia State University - School of Accountancy
Downloads 467 (60,341)

Abstract:

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January barometer, signs of calendar month returns, predicting future returns