Construct · 1 fields · 1 citations

january effect: a standalone construct

One name. One construct. A landmark on the map.

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Asset pricing

the tendency for stock returns, especially of small firms, to be unusually high in january compared with other months.

In asset pricing, january effect refers to the tendency for stock returns, especially of small firms, to be unusually high in january compared with other months. This meaning comes from Rozeff (1976) in Journal of Financial Economics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

asset2 fields · 2 citationsjingle · one word, two constructs stock2 fields · 2 citationsjingle · one word, two constructs

References

Rozeff, M. S., & Kinney, W. R. (1976). Capital market seasonality: The case of stock returns. Journal of Financial Economics, 3(4), 379-402. https://doi.org/10.1016/0304-405x(76)90028-3

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