Are Monthly Seasonals Real? A Three Century Perspective
By C. Zhang, Ben Jacobsen. 2013
111 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/ab6f7619baab534304f5cc1ea77951d5c398c8bb
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Citations in the corpus
- Predicting Stock Price Direction using Support Vector Machines (2015, background): “Jacobsen and Zhang studied centuries’ worth of data and found that trading strategies can exploit trends in high winter returns and low summer returns to beat the market [2][3].”