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

Does the Stock Market Overreact?

1985 • 7,120 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 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

Biases in computed returns

1983 • 846 citations

Stock market seasonality

1983 • 594 citations

Vas Ist Das?

1983 • 433 citations

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

2011 • 347 citations

On computing mean returns and the small firm premium

1983 • 319 citations

Optimal bond trading with personal taxes

1984 • 284 citations

Stock return seasonalities and the tax-loss selling hypothesis

1983 • 264 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

Seasonality in Australian capital markets

1975 • 132 citations

Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns

1983 • 78 citations

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

1985 • 77 citations

UK & European Share Price Behaviour: The Evidence

1979 • 9 citations