Another look at risk and reward in january and non–january monthsReichenstein, William R · The Journal of Portfolio Management · 1990

Does the market reward risk in non-January months?Chang, Eric C; Pinegar, J. Michael · The Journal of Portfolio Management · 1988

International Evidence on the Robustness of the Day-of-the-Week EffectChang, Eric C.; Pinegar, J. Michael; Ravichandran, R. · 1993

Investment Performance Analysis for InvestorsMelnikoff, Meyer · The Journal of Portfolio Management · 1998

Persuasive evidence of market inefficiencyRosenberg, Barr; Reid, Kenneth; Lanstein, Ronald · The Journal of Portfolio Management · 1985

Invited Editorial CommentCohen, Abby Joseph · The Journal of Portfolio Management · 2013

Invited Editorial CommentSchwartz, Robert A; Wu, Liuren · The Journal of Portfolio Management · 2013

Invited Editorial CommentScherer, Bernd · The Journal of Portfolio Management · 2013

Estimating Stock ReturnsJones, Charles P; Wilson, Jack W; Lundstrum, Leonard L · The Journal of Portfolio Management · 2002

Determinants of the Dividend Yield*Hunt, Lacy H · The Journal of Portfolio Management · 1977

The Sharpe RatioSharpe, William F · The Journal of Portfolio Management · 1994