Turn‐of‐Month Evaluations of Liquid Profits and Stock Returns: A Common Explanation for the Monthly and January Effects

The Relation Between Price Changes and Trading Volume: A Survey

1987 • 2,469 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

Capital market seasonality: The case of stock returns

1976 • 1,226 citations

Are Seasonal Anomalies Real? A Ninety-Year Perspective

1988 • 1,148 citations

The anomalous stock market behavior of small firms in January

1983 • 885 citations

A monthly effect in stock returns

2011 • 503 citations

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2016 • 494 citations

A monthly effect in stock returns

1987 • 480 citations

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

1988 • 439 citations

Vas Ist Das?

1983 • 433 citations

Optimal stock trading with personal taxes

1984 • 301 citations

Optimal bond trading with personal taxes

1984 • 284 citations

The Total Cost of Transactions on the NYSE

1988 • 283 citations

A Tax Loss Trading Rule

1977 • 247 citations

The incredible January effect : the stock market's unsolved mystery

1988 • 213 citations

An interest rate-based indicator of monetary policy

1988 • 150 citations

A Micro Model of the Federal Funds Market

1985 • 150 citations

Japanese security market regularities

1991 • 110 citations

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

1987 • 98 citations

The End of the Month as a Preferred Habitat: A Test of Operational Efficiency in the Money Market

1987 • 83 citations

The puzzling price behavior of treasury bills that mature at the turn of calendar months

1986 • 74 citations

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1986 • 74 citations

Finance as a Dynamic Process

1976 • 64 citations

Rational Expectations and the Impact of Money Upon Stock Prices

1982 • 53 citations

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1988 • 51 citations

Finance as a Dynamic Process.

1976 • 31 citations

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2012 • 25 citations

Trading bargains in small firms at year-end

1986 • 7 citations

Has deregulation ruined M1 as a policy guide

1987 • 4 citations