PT - JOURNAL ARTICLE AU - Nancy O. Cromwell AU - H. Swint Friday AU - James A. Yoder TI - Equity REITs and the January Effect AID - 10.3905/jai.2000.318979 DP - 2000 Mar 31 TA - The Journal of Alternative Investments PG - 62--69 VI - 2 IP - 4 4099 - https://pm-research.com/content/2/4/62.short 4100 - https://pm-research.com/content/2/4/62.full AB - Traditionally, the potential benefits of a particular investment strategy are explored using relatively simple risk and return ratios. In fact, a more complete look at the relative performance of the entire return distribution may be offered through the use of stochastic dominance. In this “academic presentation” the authors use stochastic dominance to provide further evidence of the benefits of equity REITs and the existence of a “January effect.”