Internet Appendix to “Return Seasonalities” This Internet Appendix derives the expected Fama-MacBeth regression coefficient and details the additional tests discussed in the paper.

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Date: 2015-07-06 16:08:04		Internet Appendix to “Return Seasonalities” This Internet Appendix derives the expected Fama-MacBeth regression coefficient and details the additional tests discussed in the paper. Add to Reading List Source URL: faculty.chicagobooth.edu Download Document from Source Website File Size: 298,34 KB Share Document on Facebook