Does the market reward risk in non-January months?
- 31 October 1988
- journal article
- Published by With Intelligence LLC in The Journal of Portfolio Management
- Vol. 15 (1) , 55-57
- https://doi.org/10.3905/jpm.1988.409179
Abstract
No abstract availableThis publication has 9 references indexed in Scilit:
- Return seasonality and tax-loss selling in the market for long-term government and corporate bondsJournal of Financial Economics, 1986
- Risk, Return, and Equilibrium: A RevisitJournal of Political Economy, 1986
- Risk and returnJournal of Financial Economics, 1984
- Size-related anomalies and stock return seasonalityJournal of Financial Economics, 1983
- The relationship between return and market value of common stocksJournal of Financial Economics, 1981
- Misspecification of capital asset pricingJournal of Financial Economics, 1981
- A critique of the asset pricing theory's tests Part I: On past and potential testability of the theoryJournal of Financial Economics, 1977
- The Association Between Market-Determined Risk Measures for Bonds and Bond RatingsThe Journal of Finance, 1976
- Risk, Return, and Equilibrium: Empirical TestsJournal of Political Economy, 1973