The puzzling price behavior of treasury bills that mature at the turn of calendar months

The Analysis of Variance

1960 • 5,685 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

Capital market seasonality: The case of stock returns

1976 • 1,226 citations

The anomalous stock market behavior of small firms in January

1983 • 885 citations

Vas Ist Das?

1983 • 433 citations

Forward rates as predictors of future spot rates

1976 • 237 citations

The Cyclical Behavior of the Term Structure of Interest Rates

1970 • 214 citations

The Behavior of Interest Rates.

1972 • 127 citations

Interest Rates and Price Level Changes, 1952-69

1969 • 96 citations

Do forecast errors or term premia really make the difference between long and short rates?

1982 • 69 citations

The Behavior of Interest Rates

2006 • 53 citations

The Seasonal Variation of Interest Rates.

1971 • 16 citations

The Seasonal Variation of Interest Rates

1971 • 1 citations