Seasonal and Size Anomalies in the Japanese Stock Market

The relationship between return and market value of common stocks

1981 • 6,052 citations

A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory

1977 • 3,099 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

Misspecification of capital asset pricing

1981 • 1,344 citations

The anomalous stock market behavior of small firms in January

1983 • 885 citations

Stock market seasonality

1983 • 594 citations

Differential information and the small firm effect

1984 • 543 citations

Transaction costs and the small firm effect

1983 • 461 citations

Vas Ist Das?

1983 • 433 citations

A Possible Explanation of the Small Firm Effect

1981 • 422 citations

Some Empirical Tests of the Theory of Arbitrage Pricing

1983 • 369 citations

New evidence on the nature of size-related anomalies in stock prices

1983 • 362 citations

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

2011 • 347 citations

A Direct Test of Roll's Conjecture on the Firm Size Effect

1982 • 194 citations

The Arbitrage Pricing Theory: Some Empirical Results

1981 • 167 citations

The Turn‐of‐the‐Year in Canada

1984 • 166 citations

Year‐End Tax‐Induced Sales and Stock Market Seasonality

1983 • 142 citations

Deleted Work

1955 • 0 citations