Are return seasonalities due to risk or mispricing?

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Journal of Financial Economics 2020 / 7

Are return seasonalities due to risk or mispricing?

Keloharju, Matti, Linnainmaa, Juhani T., Nyberg, Peter
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Journal:
Journal of Financial Economics
DOI:
10.1016/j.jfineco.2020.07.009
Date:
July, 2020
File:
PDF, 3.57 MB
2020
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