Jones and Lee are from the Department of Banking and Finance, The University of Georgia. Apenbrink is from the University of Bielefeld, Germany. The authors wish to thank Warren Bailey, Ray DeGennaro, Josef Lakonishok, Chuck Liano, Mike Long, John McConnell, Harold Mulherin, Jaxk Reeves, Louis Scott, and Dennis Sheehan, as well as participants at the University of Georgia Finance Seminar and the 1990 Western Finance Association meetings.
New Evidence on The January Effect Before Personal Income Taxes
Version of Record online: 30 APR 2012
© 1991 the American Finance Association
The Journal of Finance
Volume 46, Issue 5, pages 1909–1924, December 1991
How to Cite
JONES, S. L., LEE, W. and APENBRINK, R. (1991), New Evidence on The January Effect Before Personal Income Taxes. The Journal of Finance, 46: 1909–1924. doi: 10.1111/j.1540-6261.1991.tb04649.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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