RT Journal Article SR Electronic T1 Investment Results from Exploiting Turn-of-the-Month Effects JF The Journal of Portfolio Management FD Institutional Investor Journals SP 17 OP 23 DO 10.3905/jpm.1996.409556 VO 22 IS 3 A1 Chris R. Hensel A1 William T. Ziemba YR 1996 UL https://pm-research.com/content/22/3/17.abstract AB