Further Evidence On Investor Overreaction and Stock Market Seasonality

The General Theory of Employment, Interest and Money.

1936 • 14,151 citations

Does the Stock Market Overreact?

1985 • 7,120 citations

The General Theory of Employment, Interest and Money, by John Maynard Keynes

1936 • 6,848 citations

Applied Nonparametric Statistics

1991 • 5,126 citations

The General Theory of Employment

1937 • 4,895 citations

The Use of Ranks to Avoid the Assumption of Normality Implicit in the Analysis of Variance

1937 • 4,113 citations

The Use of Ranks to Avoid the Assumption of Normality Implicit in the Analysis of Variance

1937 • 3,577 citations

Permanent and Temporary Components of Stock Prices

1988 • 3,149 citations

Persuasive evidence of market inefficiency

1985 • 2,037 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

Predicting returns in the stock and bond markets

1986 • 1,825 citations

Stock Prices and Social Dynamics

1984 • 1,274 citations

The anomalous stock market behavior of small firms in January

1983 • 885 citations

The General Theory of Employment, Interest, and Money [1936]

1964 • 872 citations

Stock Prices and Social Dynamics

1984 • 851 citations

The information content of security prices

1980 • 777 citations

Ordered Hypotheses for Multiple Treatments: A Significance Test for Linear Ranks

1963 • 647 citations

An Economic Theorist's Book of Tales

1984 • 603 citations

Vas Ist Das?

1983 • 433 citations

Volume for Winners and Losers: Taxation and Other Motives for Stock Trading

1986 • 309 citations

FURTHER EVIDENCE OF THE TIME SERIES PROPERTIES OF ACCOUNTING INCOME

1976 • 274 citations

Sample‐Dependent Results Using Accounting and Market Data: Some Evidence

1986 • 265 citations

Size and stock returns, and other empirical regularities

1983 • 260 citations

CAPITAL GAINS TAXATION AND YEAR‐END STOCK MARKET BEHAVIOR

1977 • 256 citations

A Tax Loss Trading Rule

1977 • 247 citations

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

1982 • 178 citations

Evidence on Stock Market Overreaction

1986 • 148 citations

Market overreaction

1988 • 146 citations

The January Size Effect: Anomaly or Risk Mismeasurement?

1986 • 133 citations

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

1986 • 74 citations

Capital Gains Taxation and Year-End Stock Market Behavior

1977 • 71 citations

Sample-Dependent Results Using Accounting and Market Data: Some Evidence

1986 • 59 citations

Common Factors in the Serial Correlation of Stock Returns

1986 • 36 citations

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

1986 • 20 citations

Using the COMPUSTAT Tapes in Financial Research: Problems and Solutions

1984 • 19 citations