%0 Journal Article %A Chris R. Hensel %A William T. Ziemba %T Investment Results from Exploiting Turn-of-the-Month Effects %D 1996 %R 10.3905/jpm.1996.409556 %J The Journal of Portfolio Management %P 17-23 %V 22 %N 3 %U https://jpm.pm-research.com/content/iijpormgmt/22/3/17.full.pdf