id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
cjfa-8204	Zaremba, Adam	The January seasonality and the performance of country-level value and momentum strategies	2015	16	.pdf	application/pdf	5690	306	62	Thus, our null hypothesis is: H0: the country-level value and momentum strategies have equal returns in De- cember and January, with the alternative hypothesis assuming the contrary: H1: the country-level value and momentum strategies do not have equal returns in December and January. First, the zero-portfolios from sorts on earnings-to-price ratios have are positive returns that significantly differ from 0 only in the net approach.	cache/cjfa-8204.pdf	txt/cjfa-8204.txt