Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Investment Results from Exploiting Turn-of-the-Month Effects

13 references·12 citing·43 second hop

FromToDepth

this work references cited by second hop

References

1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
1990Data-Snooping Biases in Tests of Financial Asset Pricing Models1,121 cited
1987A monthly effect in stock returns720 cited
1986Noise600 cited
1988The Buying and Selling Behavior of Individual Investors at the Turn of the Year482 cited
1986Volume for Winners and Losers: Taxation and Other Motives for Stock Trading312 cited
1987The distribution of earnings news over time and seasonalities in aggregate stock returns305 cited
1990Turn-of-Month Evaluations of Liquid Profits and Stock Returns: A Common Explanation for the Monthly and January Effects252 cited
1989Divide and Conquer: A Theory of Intraday and Day-of-the-Week Mean Effects203 cited
1989Portfolio Rebalancing and the Turn-Of-The-Year Effect195 cited
1987Advances in Futures and Options Research175 cited
1991Japanese security market regularities113 cited

Cited by

2003Testing the Significance of Calendar Effects81 cited
2018Efficient Market Hypothesis And Stock Market Anomalies: Empirical Evidence In Four European Countries

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

76 cited

2015The efficient market hypothesis and calendar anomalies: a literature review66 cited

2013New evidence on turn-of-the-month effects55 cited

2007MACROECONOMIC NEWS AND STOCK MARKET CALENDAR AND WEATHER ANOMALIES54 cited

2004The Day-of-the-Week and the Week-of-the-Month Effects: An Analysis of Investors' Trading Activities32 cited

2016Turn-of-the-month effect: New evidence from an emerging stock market31 cited

2006Seasonalities in China's Stock Markets30 cited

2013The turn of the month effect in India: A case of large institutional trading pattern as a source of higher liquidity26 cited

2011Comparison of the ‘turn-of-the-month’ and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen25 cited

2018Persistence of calendar anomalies: insights and perspectives from literature24 cited

1998A Tax-Free Exploitation of the Turn-of-the-Month Effect: C.R.E.F.24 cited