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Journal Article Are Seasonal Anomalies Real? A Ninety-Year Perspective Get access Josef Lakonishok, Josef Lakonishok University of Illinois Search for other works by this author on: Oxford Academic Google Scholar Seymour Smidt Seymour Smidt Cornell University Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 1, Issue 4, October 1988, Pages 403–425, https://doi.org/10.1093/rfs/1.4.403 Published: 14 March 2015
Lakonishok et al. (Sat,) studied this question.
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