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Does the January effect exist in high‐yield bond market?
16 references·0 citing·38 second hop
Does the January effect exist in high‐yield bond market? (2001)Does the January effect exist in high‐yie…The January Effect in the Corporate Bond Market: A Systematic Examination (1998)The January Effect in the Cor…Seasonality in Daily Bond Returns (1991)Seasonality in Daily Bond Ret…Returns and Volatility of Low‐Grade Bonds 1977–1989 (1991)Returns and Volatility of Low…Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Are Seasonal Anomalies Real? …A monthly effect in stock returns (1987)A monthly effect in stock ret…Predicting returns in the stock and bond markets (1986)Predicting returns in the sto…Stock Market Returns and Inflation: Evidence from Other Countries (1983)Stock Market Returns and Infl…Stock Market Returns and Inflation Forecasts (1983)Stock Market Returns and Infl…Size-related anomalies and stock return seasonality (1983)Size-related anomalies and st…The relationship between return and market value of common stocks (1981)The relationship between retu…Stock returns and the weekend effect (1980)Stock returns and the weekend…Statistical Models of Bond Ratings: A Methodological Inquiry (1979)Statistical Models of Bond Ra…A Tax Loss Trading Rule (1977)A Tax Loss Trading RuleCapital market seasonality: The case of stock returns (1976)Capital market seasonality: T…Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: Reply (1975)Efficient Algorithms for Cond…Investment and Portfolio Analysis. (1972)Investment and Portfolio Anal…Time Series Analysis Forecasting and Control. (1971)Asset returns and inflation (1977)Book Review: Time Series Analysis: Forecasting and Control (1977)Stock market seasonality (1983)The World Price of Covariance Risk (1991)Asset prices and central bank policy (2000)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Expected stock returns and volatility (1987)Illiquidity and stock returns: cross-section and time-series effects (2002)Statistical principles in experimental design. (1962)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Financial Ratios As Predictors of Failure (1966)Comparison of Bayesian and regression approaches to the study of information processing in judgment (1971)Linear models in decision making. (1974)Relative valuation roles of equity book value and net income as a function of financial health (1998)The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality? (1998)Journal of Business Venturing (2011)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Using daily stock returns (1985)Introductory Econometrics for Finance (2008)Capital Market Equilibrium with Restricted Borrowing (1972)Risk, Return, and Equilibrium: Empirical Tests (1973)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Measuring security price performance (1980)A Theory of Intraday Patterns: Volume and Price Variability (1988)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Stock return variances (1986)Efficient Capital Markets: II (1991)The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Evidence of Predictable Behavior of Security Returns (1990)
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References

  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1980Stock returns and the weekend effect1,997 cited
  • 1983Size-related anomalies and stock return seasonality1,842 cited
  • 1986Predicting returns in the stock and bond markets1,715 cited
  • 1976Capital market seasonality: The case of stock returns1,229 cited
  • 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
  • 1987A monthly effect in stock returns721 cited
  • 1979Statistical Models of Bond Ratings: A Methodological Inquiry651 cited
  • 1983Stock Market Returns and Inflation: Evidence from Other Countries404 cited
  • 1977A Tax Loss Trading Rule239 cited
  • 1991Returns and Volatility of Low‐Grade Bonds 1977–1989186 cited
  • 1972Investment and Portfolio Analysis.169 cited
  • 1991Seasonality in Daily Bond Returns118 cited
  • 1983Stock Market Returns and Inflation Forecasts94 cited
  • 1998The January Effect in the Corporate Bond Market: A Systematic Examination88 cited
  • 1975Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: Reply

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