Taxes and Stock Return Seasonality: Evidence from the London Stock Exchange

The relationship between return and market value of common stocks

1981 • 6,052 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

Misspecification of capital asset pricing

1981 • 1,344 citations

The anomalous stock market behavior of small firms in January

1983 • 885 citations

Stock market seasonality

1983 • 594 citations

Stock return seasonalities and the tax-loss selling hypothesis: analysis of the arguments and Australian evidence

2011 • 347 citations

CAPITAL GAINS TAXATION AND YEAR‐END STOCK MARKET BEHAVIOR

1977 • 256 citations

A Tax Loss Trading Rule

1977 • 247 citations

The Turn‐of‐the‐Year in Canada

1984 • 166 citations

Personal Income Taxes and the January Effect: Small Firm Stock Returns Before the War Revenue Act of 1917: A Note

1985 • 77 citations