Seasonalities in NYSE Bid‐Ask Spreads and Stock Returns in January

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

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

Transaction costs and the small firm effect

1983 • 461 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

Risk and return

1984 • 330 citations

The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid‐Ask Bias

1992 • 324 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 return seasonalities and the tax-loss selling hypothesis

1983 • 264 citations

The Turn‐of‐the‐Year in Canada

1984 • 166 citations

Firm Size and Turn‐of‐the‐Year Effects in the OTC/NASDAQ Market

1989 • 107 citations

Seasonality in NASDAQ Dealer Spreads

1989 • 20 citations