Return Seasonality in Stocks and Their Underlying Assets: Tax-Loss Selling Versus Information Explanations

The relationship between return and market value of common stocks

1981 • 6,052 citations

Asset returns and inflation

1977 • 2,770 citations

INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS

1977 • 2,379 citations

Stock returns and the weekend effect

1980 • 1,965 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

Misspecification of capital asset pricing

1981 • 1,344 citations

Capital market seasonality: The case of stock returns

1976 • 1,226 citations

Differential Information and Security Market Equilibrium

1985 • 944 citations

The anomalous stock market behavior of small firms in January

1983 • 885 citations

Biases in computed returns

1983 • 846 citations

Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: A Test of the Efficient Market Hypothesis

1977 • 585 citations

Differential information and the small firm effect

1984 • 543 citations

The Buying and Selling Behavior of Individual Investors at the Turn of the Year

1988 • 439 citations

Vas Ist Das?

1983 • 433 citations

The distribution of earnings news over time and seasonalities in aggregate stock returns

1987 • 309 citations

Optimal stock trading with personal taxes

1984 • 301 citations

A Tax Loss Trading Rule

1977 • 247 citations

Predicting Contemporary Volume with Historic Volume at Differential Price Levels: Evidence Supporting the Disposition Effect

1988 • 240 citations

The information content of discounts and premiums on closed-end fund shares

1978 • 215 citations

THE NEGLECTED AND SMALL FIRM EFFECTS

1982 • 177 citations

Lifting the Lid on Closed-End Investment Companies: A Case of Abnormal Returns

1985 • 147 citations

‘Open-ending’ closed-end funds

1984 • 135 citations

The Buying and Selling Behavior of Individual Investors at the Turn of the Year

1988 • 121 citations

The Valuation of Closed-End Investment-Company Shares

1977 • 106 citations

Closed‐End Fund Shares' Abnormal Returns and the Information Content of Discounts and Premiums

1988 • 89 citations

Return seasonality and tax-loss selling in the market for long-term government and corporate bonds

1986 • 79 citations

An examination of the discounts and premiums of closed-end investment companies

1973 • 68 citations

Closed-end funds versus market efficiency

1986 • 62 citations

Predicting Contemporary Volume with Historic Volume at Differential Price Levels: Evidence Supporting the Disposition Effect

1988 • 55 citations

Seasonal Fluctuations in Industrial Production and Stock Market Seasonals

1989 • 46 citations

Winning Strategies for Closed-End Funds

1980 • 39 citations

Predicting Contemporary Volume with Historic Volume at Differential Price Levels: Evidence Supporting the Disposition Effect: Discussion

1988 • 38 citations

ESTIMATION OF TIME-VARYING SYSTEMATIC RISK AND INVESTMENT PERFORMANCE: CLOSED-END INVESTMENT COMPANIES

1981 • 8 citations

The Buying and Selling Behavior of Individual Investors at the Turn of the Year: Discussion

1988 • 8 citations

DISCUSSION

1988 • 4 citations

DISCUSSION

1988 • 1 citations