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

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

Does the Stock Market Overreact?

1985 • 7,120 citations

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

The relationship between return and market value of common stocks

1981 • 6,052 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

Do Demand Curves for Stocks Slope Down?

1986 • 1,451 citations

Capital market seasonality: The case of stock returns

1976 • 1,226 citations

Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures

1986 • 1,047 citations

The anomalous stock market behavior of small firms in January

1983 • 885 citations

Biases in computed returns

1983 • 846 citations

A monthly effect in stock returns

2011 • 503 citations

A monthly effect in stock returns

1987 • 480 citations

Vas Ist Das?

1983 • 433 citations

Risk and return

1984 • 330 citations

A Tax Loss Trading Rule

1977 • 247 citations

Stocks, bonds, bills, and inflation : the past and the future

1982 • 178 citations

Volume and turn-of-the-year behavior

1984 • 168 citations

Year‐End Tax‐Induced Sales and Stock Market Seasonality

1983 • 142 citations

The January Effect and Aggregate Insider Trading

1988 • 84 citations

Can Tax‐Loss Selling Explain the January Seasonal in Stock Returns?

1986 • 74 citations

The CAPM and Equity Return Regularities

1986 • 57 citations

OR Practice—Playing the Turn-of-the-Year Effect with Index Futures

1987 • 41 citations

Tax-Loss Selling: Evidence from December Stock Returns and Share Shifts

1986 • 19 citations

DISCUSSION: WHAT THE ANOMALIES MEAN

1984 • 11 citations

PLAYING THE TURN-OF-THE-YEAR EFFECT WITH INDEX FUTURES

2012 • 4 citations