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- W2072425554 abstract "Abstract This study analyzes the monthly commitment of closed-end fund and small firm returns. In this paper we attribute most of the comovement to a January seasonal, an empirical regularity undetected in earlier studies that argue that investor sentiment is priced in a segmented capital market. Although our empirical tests for the period from July 1965 to March 1980 detect a statistically significant comovement in months other than January, this comovement vanishes during the period from April 1980 to December 1994." @default.
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- W2072425554 date "1996-03-01" @default.
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- W2072425554 title "Investor sentiment and the closed-end fund evidence: Impact of the January effect" @default.
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- W2072425554 doi "https://doi.org/10.1016/s1062-9769(96)90032-0" @default.
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