The incredible January effect : the stock market's unsolved mystery
Published 1 January 1988
Robert A. Haugen, Josef Lakonishok
Citations214
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Abstract
Based on historical research, the authors show readers that certain kinds of securities have been producing unaccountably high returns during the first month of the year for decades. The Incredible January Effect shows how to implement an investment strategy to capture the benefits of the January effect; and which investment opportunities are most lucrative in the following categories: financial futures, index options, mutual funds, or common stocks.
Keywords
Social SciencesEconomics, Econometrics and Finance