Download or read book Three Essays on Predictability and Seasonality in the Cross-Section of Stock Returns written by Vincent Jean Bogousslavsky and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Mots-clés de l'auteur: Return Predictability ; Return Seasonality ; Asset Pricing Anomalies ; Intraday Returns ; Liquidity ; Infrequent Rebalancing.