Odd-Lot Transactions around the Turn of the Year and the January Effect

Does the Stock Market Overreact?

1985 • 7,120 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence

1985 • 3,099 citations

Further Evidence On Investor Overreaction and Stock Market Seasonality

1987 • 2,330 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

Predicting returns in the stock and bond markets

1986 • 1,825 citations

Equity issues and offering dilution

1986 • 1,479 citations

Misspecification of capital asset pricing

1981 • 1,344 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

Stock market seasonality

1983 • 594 citations

Capital Market Equilibrium with Personal Tax

1983 • 509 citations

The Weekend Effect: Trading Patterns of Individual and Institutional Investors

1990 • 479 citations

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

1988 • 439 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

Certain Observations on Seasonal Movements in Stock Prices

1942 • 316 citations

Trading patterns, bid-ask spreads, and estimated security returns

1989 • 309 citations

Stock price effects and costs of secondary distributions

1985 • 296 citations

Seasonal and Size Anomalies in the Japanese Stock Market

1985 • 266 citations

CAPITAL GAINS TAXATION AND YEAR‐END STOCK MARKET BEHAVIOR

1977 • 256 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 incredible January effect : the stock market's unsolved mystery

1988 • 213 citations

Portfolio Rebalancing and the Turn‐of‐the‐Year Effect

1989 • 182 citations

Volume and turn-of-the-year behavior

1984 • 168 citations

The Turn‐of‐the‐Year in Canada

1984 • 166 citations

Year‐End Tax‐Induced Sales and Stock Market Seasonality

1983 • 142 citations

Seasonality in Australian capital markets

1975 • 132 citations

Can Tax‐Loss Selling Explain the January Effect? A Note

1987 • 98 citations

The January Effect and Aggregate Insider Trading

1988 • 84 citations

Seasonality in the Risk‐Return Relationship: Some International Evidence

1987 • 84 citations

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

1986 • 79 citations

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

1985 • 77 citations

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

1990 • 73 citations

A COMPREHENSIVE EXAMINATION OF VOLUME EFFECTS AND SEASONALITY IN DAILY SECURITY RETURNS

1988 • 51 citations

Tax‐Induced Trading: The Effect of the 1986 Tax Reform Act on Stock Market Activity

1989 • 37 citations

THE EFFECT OF CAPITAL GAINS TAXATION ON YEAR-END STOCK MARKET BEHAVIOR

1982 • 21 citations