Tests a long short portfolio, which tries to capitalize on the January effect, and the mean reversion properties of stocks. Shorting the best performing the past 5 years, and going long the worst performing in the last 5 years. Returns seems to be higher during January.
Tests a long short portfolio, which tries to capitalize on the January effect, and the mean reversion properties of stocks. Shorting the best performing the past 5 years, and going long the worst performing in the last 5 years. Returns seems to be higher during January.
Tests a long short portfolio, which tries to capitalize on the January effect, and the mean reversion properties of stocks. Shorting the best performing the past 5 years, and going long the worst performing in the last 5 years. Returns seems to be higher during January.