25. Seasonal regularities

  1. Antti Ilmanen

Published Online: 25 MAY 2012

DOI: 10.1002/9781118467190.ch25

Expected Returns: An Investor's Guide to Harvesting Market Rewards

Expected Returns: An Investor's Guide to Harvesting Market Rewards

How to Cite

Ilmanen, A. (2011) Seasonal regularities, in Expected Returns: An Investor's Guide to Harvesting Market Rewards, John Wiley & Sons, Ltd., Chichester, West Sussex, UK. doi: 10.1002/9781118467190.ch25

Publication History

  1. Published Online: 25 MAY 2012
  2. Published Print: 21 MAR 2011

ISBN Information

Print ISBN: 9781119990727

Online ISBN: 9781118467190

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Keywords:

  • seasonal patterns;
  • average returns;
  • calendar seasonals;
  • risk-taking strategies;
  • long-term return advantage

Summary

This chapter contains sections titled:

  • Seasonal, cyclical, and secular patterns in asset returns

  • Monthly seasonals and the January effect

  • Other seasonals