- Oct 14, 2021
George Athanassakos and his research partner investigate the seasonal pattern in the excess returns of highly visible American firms. They find that forecasts based only on seasonal movements, entirely omitting the customary cycle and trend analysis, have an exceptionally good probability of success. Read more.
Ackert, L., Athanassakos, G., 2021, Gamesmanship and Seasonality in U.S. Stock Returns, Journal of Risk and Financial Management, 14 (5): 206-217.