John E. Anderson Graduate School of Management of the University of California at Los Angeles. Some of the results presented here were earlier reported in a working paper titled “On Testing for Slowly Decaying Components in Stock Prices.” I would like to thank Julian Franks, David Hirshleifer, James Poterba, Richard Roll, René Stulz (the Managing Editor), Lawrence Summers, Sheridan Titman, an anonymous referee, and the participants of the Finance Workshop at the University of California at Berkeley for helpful comments and Jim Brandon for excellent research assistance. I would also like to gratefully acknowledge a research grant from the UCLA Academic Senate. The usual disclaimer applies.
Seasonality in Stock Price Mean Reversion: Evidence from the U.S. and the U.K.
Version of Record online: 30 APR 2012
© 1991 the American Finance Association
The Journal of Finance
Volume 46, Issue 4, pages 1427–1444, September 1991
How to Cite
JEGADEESH, N. (1991), Seasonality in Stock Price Mean Reversion: Evidence from the U.S. and the U.K. The Journal of Finance, 46: 1427–1444. doi: 10.1111/j.1540-6261.1991.tb04624.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!