Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Return Seasonality in Stocks and Their Underlying Assets: Tax-Loss Selling Versus Information Explanations

16 references·15 citing·43 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1981The relationship between return and market value of common stocks5,928 cited
1977Asset returns and inflation2,701 cited
1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,562 cited
1980Stock returns and the weekend effect1,997 cited
1983Size-related anomalies and stock return seasonality1,800 cited
1981Misspecification of capital asset pricing1,286 cited
1976Capital market seasonality: The case of stock returns1,229 cited
1985Differential Information and Security Market Equilibrium928 cited
1983The anomalous stock market behavior of small firms in January848 cited
1983Biases in computed returns771 cited
1984Differential information and the small firm effect527 cited
1988The Buying and Selling Behavior of Individual Investors at the Turn of the Year482 cited
1983Vas Ist Das?429 cited
1983Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns409 cited
1993Stocks, bonds, bills, and inflation yearbook379 cited
1977

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

THE VALUATION OF CLOSED‐END INVESTMENT‐COMPANY SHARES

372 cited

Cited by

1999A November Effect? Revisiting the Tax-Loss-Selling Hypothesis70 cited
2000Noise Trader Risk in Financial Markets67 cited
1997A SIMULTANEOUS TEST OF COMPETING THEORIES REGARDING THE JANUARY EFFECT58 cited
2005Seasonality in stock returns: evidence from an emerging market53 cited
1992Closed-end fund discounts49 cited
2000A Model of Investor Sentiment46 cited
2007Wycena papierów wartościowych na rynku kapitałowym w świetle finansów behawioralnych42 cited
2011The Pricing of Accruals Quality: January versus the Rest of the Year41 cited
2006On the Information Uncertainty Risk and the January Effect*37 cited
2002The Closed-End Fund Discount36 cited
1993?Investor sentiment? and the closed-end fund puzzle: A 7 percent solution33 cited
2011Dividend distributions and closed-end fund discounts29 cited
1997JANUARY RETURN SEASONALITY IN REAL ESTATE INVESTMENT TRUSTS: INFORMATION VS. TAX‐LOSS SELLING EFFECTS27 cited
2003Institutional involvement and the REIT January effect over time24 cited
2014Institutions and the turn-of-the-year effect: Evidence from actual institutional trades24 cited