Rozeff and Kinney (1976) showed that the average return in January was more than:
A) six times larger than the average returns in the other 11 months.
B) four times larger than the average returns in the other 11 months.
C) five times larger than the average returns in the other 11 months.
D) three times larger than the average returns in the other 11 months.
Correct Answer:
Verified
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