search query: @indexterm TIME / total: 304
reference: 225 / 304
| Author: | Krueger, T. M. |
| Title: | Seasonal aspects of anomaly explanatory power |
| Journal: | Journal of Business Finance and Accounting
1990 : AUTUMN, VOL. 17:4, p. 541-556 |
| Index terms: | SEASONAL FLUCTUATION TIME COMPANIES BY SIZE INVESTMENT INFORMATION |
| Language: | eng |
| Abstract: | Anomaly seasonality is documented for the firm size, P/E ratio, and Value Line Timeliness rankings within a sample controlling for the potentially confounding effects of firm neglect and information deficiency. Firm size was found to be significant during the first calendar quarter. Timeliness rankings were most valuable in the April-June and October-December quarters. Only the P/E ratio was significantly related to portfolio returns during the July-September quarter. A discussion of investment theory in light of these seasonal relationships is also offered. |
SCIMA