Bhardwaj is from Winthrop College and Brooks is from the University of South Carolina. The authors wish to thank Scott Harrington, Edward Miller, William Moore, Rodney Roenfeldt, Ronald Rogers, René Stulz (editor) and an anonymous reviewer for helpful comments. We are grateful to the College of Business Administration at the University of South Carolina for its financial support.
The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias
Version of Record online: 30 APR 2012
© 1992 the American Finance Association
The Journal of Finance
Volume 47, Issue 2, pages 553–575, June 1992
How to Cite
BHARDWAJ, R. K. and BROOKS, L. D. (1992), The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias. The Journal of Finance, 47: 553–575. doi: 10.1111/j.1540-6261.1992.tb04401.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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