Investor Psychology and Return Seasonalities in the Cross Section
This dissertation studies return seasonalities in the cross section and highlights the link between investor psychology and cross-sectional seasonalities. We document four main categories of return seasonalities in the stock market where predictable return persistence or reve...
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| Format: | Others |
| Language: | English English |
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Florida State University
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| Online Access: | http://purl.flvc.org/fsu/fd/FSU_2016SP_DiGiovanni_fsu_0071E_13144 |