Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Is There a January Effect in Corporate Bond and Paper Returns?

15 references·1 citing·38 second hop

FromToDepth

this work references cited by second hop

References

1983Size-related anomalies and stock return seasonality1,878 cited
1986Predicting returns in the stock and bond markets1,715 cited
1976Capital market seasonality: The case of stock returns1,252 cited
2017From ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’516 cited
1986Financial Panics, the Seasonality of the Nominal Interest Rate, and the Founding of the Fed324 cited
1987The Adjustment of Expectations to a Change in Regime: A Study of the Founding of the Federal Reserve192 cited
1972The Behavior of Interest Rates.118 cited
1987Can Tax-Loss Selling Explain the January Effect? A Note104 cited
1986Interest Rate Seasonals and the Federal Reserve80 cited
1986Return seasonality and tax-loss selling in the market for long-term government and corporate bonds77 cited
1970Interest Rates and Monetary Policy73 cited
1979Capital Market Seasonality: The Case of Bond Returns52 cited
1985Seasonality and bond market returns32 cited
1988Alternative Monetary Regimes31 cited
1972A TIME SERIES ANALYSIS OF POST‐ACCORD INTEREST RATES23 cited

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

Cited by

2001Does the January effect exist in high‐yield bond market?21 cited