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The Pre-Holiday Premium of Ariel (1990) Has Largely Become A Small-Firm Effect Out of Sample

Kuan-Cheng Ko, Nien-Tzu Yang

Critical Finance Review, 2024. DOI 10.1561/104.00000111

Has this study been replicated?

This paper is itself a replication attempt. The study it set out to replicate is listed below.

Study replicated

• High stock returns before holidays: Existence and evidence on possible causes, Ariel (1990). View paper

Cite this record

Ko, K.-C., & Yang, N.-T. (2024). The Pre-Holiday Premium of Ariel (1990) Has Largely Become A Small-Firm Effect Out of Sample. Critical Finance Review, 13(3-4), 531–538. https://doi.org/10.1561/104.00000111

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