Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Institutional involvement and the REIT January effect over time

16 references·3 citing·47 second hop

FromToDepth

this work references cited by second hop

References

1983Size-related anomalies and stock return seasonality1,800 cited
1983The anomalous stock market behavior of small firms in January848 cited
1988The Buying and Selling Behavior of Individual Investors at the Turn of the Year482 cited
1983Vas Ist Das?429 cited
2000Further Evidence on the Integration of REIT, Bond, and Stock Returns318 cited
1997Institutions and Individuals at the Turn-of-the-Year276 cited
2001Capital Gains Tax Rules, Tax‐loss Trading, and Turn‐of‐the‐year Returns206 cited
1997Portfolio Disclosures and Year-End Price Shifts193 cited
1996The January Effect: Still There after All These Years162 cited
1998Institutional Investment in REITs: Evidence and Implications146 cited
1995The Historical Performance of Real Estate Investment Trusts117 cited
1995Intertemporal Changes in the Riskiness of REITs89 cited
1983Are some insiders more “inside” than others?82 cited
1990Return Seasonality in Stocks and Their Underlying Assets: Tax-Loss Selling Versus Information Explanations72 cited
1990Seasonality and size effects: The case of real-estate-related investment66 cited

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

1993Tax-Induced Trading and the Turn-of-the-Year Anomaly: An Intraday Study64 cited

Cited by

2010Long‐run price behaviour of equity REITs: become more like common stocks after the early 1990s?24 cited
2007Spanning Tests on Public and Private Real Estate23 cited
2013Calendar Effects and Real Estate Securities22 cited