Download 24 Essential Lessons for Investment Success: Learn the Most by William J. O'Neil PDF

By William J. O'Neil

Presents confirmed, easy-to-apply thoughts for development a ecocnomic portfolio. Cuts in the course of the static of traditional knowledge with a fresh array of commonsense suggestions that assist you competently gauge the marketplace, purchase and promote on the correct second, and effectively deal with your portfolio.

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Additional resources for 24 Essential Lessons for Investment Success: Learn the Most Important Investment Techniques from the Founder of Investor's Business Daily

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Reinganum, Mark. 1983. The Anomalous Stock Market Behavior of Small Firms in January: Empirical Tests for Tax-Loss Selling Effects. Journal of Financial Economics 12, 89–104. Wachtel, Sidney. 1942. Certain Observations on Seasonal Movement in Stock Prices. Journal of Business (April), 184–93. Notes 1. This chapter is based on research in Chen and Singal (2003a, 2003b). Other works used in this chapter include Bhabra, Dhillon, and Ramírez (1999), Constantinides (1984), Keim (1983), Poterba and. Weisbenner (2001), and Haugen and Jorion (1996).

Journal of Finance 56(1), 353–68. Reinganum, Mark. 1983. The Anomalous Stock Market Behavior of Small Firms in January: Empirical Tests for Tax-Loss Selling Effects. Journal of Financial Economics 12, 89–104. Wachtel, Sidney. 1942. Certain Observations on Seasonal Movement in Stock Prices. Journal of Business (April), 184–93. Notes 1. This chapter is based on research in Chen and Singal (2003a, 2003b). Other works used in this chapter include Bhabra, Dhillon, and Ramírez (1999), Constantinides (1984), Keim (1983), Poterba and.

Return Minus Dec. 124+ Daily returns in percent. The January return is for the first month in the calendar year following the month of December. That is, if the December return is for 2000, then the corresponding January return is for 2001. Statistical significance is at better than 1 percent for returns marked with * and at better than 5 percent for returns marked with +. 31 31 32 Beyond the Random Walk return in January, implying that the difference in performance is concentrated in the ten days around the end of the year.

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