TY - JOUR T1 - Equity REITs and the January Effect JF - The Journal of Alternative Investments SP - 62 LP - 69 DO - 10.3905/jai.2000.318979 VL - 2 IS - 4 AU - Nancy O. Cromwell AU - H. Swint Friday AU - James A. Yoder Y1 - 2000/03/31 UR - https://pm-research.com/content/2/4/62.abstract N2 - 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.” ER -