References

• 1981The relationship between return and market value of common stocks5,999 cited
• 1983Size-related anomalies and stock return seasonality1,878 cited
• 1976Capital market seasonality: The case of stock returns1,252 cited
• 1983The anomalous stock market behavior of small firms in January862 cited
• 1988The Buying and Selling Behavior of Individual Investors at the Turn of the Year482 cited
• 1983Vas Ist Das?429 cited
• 1992The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias328 cited
• 1989Trading patterns, bid-ask spreads, and estimated security returns288 cited
• 1972Competition and the Pricing of Dealer Service in the Over-the-Counter Stock Market178 cited
• 1991Evidence on Tax-Motivated Securities Trading Behavior92 cited
• 1992Odd-Lot Transactions around the Turn of the Year and the January Effect89 cited
• 1995THE EFFECT OF SIZE, BOOK‐TO‐MARKET EQUITY, PRIOR RETURNS, AND BETA ON STOCK RETURNS: JANUARY VERSUS THE REMAINDER OF THE YEAR35 cited
• 1993TAX‐LOSS SELLING, INSTITUTIONAL INVESTORS, AND THE JANUARY EFFECT: A NOTE30 cited
• 1992EMPIRICAL EVIDENCE ON THE IMPACT OF THE BID‐ASK SPREAD ON THE CHARACTERISTICS OF CRSP DAILY RETURNS22 cited

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