... in the Markets (New York:John Wiley & Sons, 2001).22Andrei Shleifer and Robert W. Vishny, “The Limits of Arbitrage,” Journal of Fi-nance (March 1997), pp. 35 –55. 23 D’Avolio, “The Market ... references. 31 This was originally publicized in Donald B. Keim, “Size Related Anomalies andStock Return Seasonality: Further Empirical Evidence,” Journal of Financial Eco-nomics (June 19 83) , pp. 13 32 . 32 Ivan ... pp. 401– 439 . 43 J. Douglas Hanna and Mark J. Ready, “Profitable Predictability in the Cross-sec-tion of Stock Returns,” working paper, University of Wisconsin—Madison, July 28,20 03. 44Admittedly,...