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itzy

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151 reputation
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location Bloomington, IN
age 36
visits member for 1 year, 10 months
seen Nov 21 '12 at 0:20
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151 reputation
 bio website visits member for 1 year, 10 months
2 badges
 location Bloomington, IN seen Nov 21 '12 at 0:20
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2 Answers

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4
 what are the most common explanations of the January effect?
1
 When gains are made: Overnight or during trading hours? What is the connection to volatility?

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+10 When gains are made: Overnight or during trading hours? What is the connection to volatility?
+40 what are the most common explanations of the January effect?

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anomalies × 2
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returns
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volatility
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risk-premium

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