Seasonality in the Risk‐Return Relationship: Some International Evidence

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

The effect of personal taxes and dividends on capital asset prices

1979 • 1,248 citations

Capital market seasonality: The case of stock returns

1976 • 1,226 citations

Stock market seasonality

1983 • 594 citations

Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio

2016 • 556 citations

Vas Ist Das?

1983 • 433 citations

The Effects of Dividends on Common Stock Prices Tax Effects or Information Effects?

1982 • 393 citations

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

2011 • 347 citations

Risk and return

1984 • 330 citations

Seasonal and Size Anomalies in the Japanese Stock Market

1985 • 266 citations

Stock return seasonalities and the tax-loss selling hypothesis

1983 • 264 citations

Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects

1985 • 256 citations

Risk, Return, and Equilibrium: A Revisit

1986 • 185 citations

The Turn‐of‐the‐Year in Canada

1984 • 166 citations

Seasonality in Australian capital markets

1975 • 132 citations

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

1987 • 110 citations

An Investigation of the Spanish Stock Market Seasonalities

1986 • 85 citations

Seasonality in Canadian Stock Prices: A Test of the "Tax-Loss-Selling" Hypothesis

1987 • 76 citations

AN ASSESSMENT OF THE RISK AND RETURN OF FRENCH COMMON STOCKS

1983 • 33 citations

Stock Market Anomalies

2014 • 26 citations

The Pricing of Equity on the London Stock Exchange: Seasonality and Size premium

1988 • 23 citations

The pricing of risky assets on the Belgian stock market

1982 • 17 citations

New evidence on beta stationarity and forecast for belgian common stocks

1985 • 11 citations

The January Effect on a Small Stock Market: Lumpy Information and Tax-Loss Selling

1983 • 6 citations

Risk-Premia Seasonality in US and European Equity Markets

1986 • 2 citations