@article {Cromwell62, author = {Nancy O. Cromwell and H. Swint Friday and James A. Yoder}, title = {Equity REITs and the January Effect}, volume = {2}, number = {4}, pages = {62--69}, year = {2000}, doi = {10.3905/jai.2000.318979}, publisher = {Institutional Investor Journals Umbrella}, abstract = {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 {\textquotedblleft}academic presentation{\textquotedblright} the authors use stochastic dominance to provide further evidence of the benefits of equity REITs and the existence of a {\textquotedblleft}January effect.{\textquotedblright}}, issn = {1520-3255}, URL = {https://jai.pm-research.com/content/2/4/62}, eprint = {https://jai.pm-research.com/content/2/4/62.full.pdf}, journal = {The Journal of Alternative Investments} }