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AN ANALYSIS OF THE JANUARY EFFECT IN STOCKS AND INTEREST RATES UNDER VARYING MONETARY REGIMES
16 references·0 citing·35 second hop
AN ANALYSIS OF THE JANUARY EFFECT IN STOCKS AND INTEREST RATES UNDER VARYING MONETARY REGIMES (1989)AN ANALYSIS OF THE JANUARY EFFECT IN STOC…Macroeconomics and Finance: Essays in Honor of Franco Modigliani (1988)Macroeconomics and Finance: E…Can Tax-Loss Selling Explain the January Effect? A Note (1987)Can Tax-Loss Selling Explain …Predicting returns in the stock and bond markets (1986)Predicting returns in the sto…Financial Panics, the Seasonality of the Nominal Interest Rate, and the Founding of the Fed (1986)Financial Panics, the Seasona…Personal Income Taxes and the January Effect: Small Firm Stock Returns Before the War Revenue Act of 1917: A Note (1985)Personal Income Taxes and the…Optimal stock trading with personal taxes (1984)Optimal stock trading with pe…Year-End Tax-Induced Sales and Stock Market Seasonality (1983)Year-End Tax-Induced Sales an…Vas Ist Das? (1983)Vas Ist Das?The anomalous stock market behavior of small firms in January (1983)The anomalous stock market be…Size-related anomalies and stock return seasonality (1983)Size-related anomalies and st…CAPITAL GAINS TAXATION AND YEAR‐END STOCK MARKET BEHAVIOR (1977)CAPITAL GAINS TAXATION AND YE…A Tax Loss Trading Rule (1977)A Tax Loss Trading RuleCapital market seasonality: The case of stock returns (1976)Capital market seasonality: T…Predictability of Stock Market Prices. (1971)Predictability of Stock Marke…Brownian Motion in the Stock Market (1959)Brownian Motion in the Stock …Certain Observations on Seasonal Movements in Stock Prices (1942)Certain Observations on Seaso…Misspecification of capital asset pricing (1981)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Efficient Capital Markets: II (1991)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Some International Evidence on Output-Inflation Tradeoffs. (1973)Bank Runs, Deposit Insurance, and Liquidity (1983)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)A Monetary History of the United States, 1867-1960 (2008)A Monetary History of the United States, 1867-1960 (2017)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Book Review: Time Series Analysis: Forecasting and Control (1977)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Expected stock returns and volatility (1987)Illiquidity and stock returns: cross-section and time-series effects (2002)Statistical principles in experimental design. (1962)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)An Empirical Evaluation of Accounting Income Numbers (1968)The Adjustment of Stock Prices to New Information (1969)The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Are Investors Reluctant to Realize Their Losses? (1998)The Adjustment of Stock Prices to New Information (2003)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Stock market seasonality (1983)The Relation Between Price Changes and Trading Volume: A Survey (1987)
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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
  • 1959Brownian Motion in the Stock Market946 cited
  • 1983The anomalous stock market behavior of small firms in January862 cited
  • 1983Vas Ist Das?429 cited
  • 1986Financial Panics, the Seasonality of the Nominal Interest Rate, and the Founding of the Fed324 cited
  • 1942Certain Observations on Seasonal Movements in Stock Prices313 cited
  • 1984Optimal stock trading with personal taxes308 cited
  • 1977CAPITAL GAINS TAXATION AND YEAR‐END STOCK MARKET BEHAVIOR262 cited
  • 1977A Tax Loss Trading Rule239 cited
  • 1983Year-End Tax-Induced Sales and Stock Market Seasonality138 cited
  • 1987Can Tax-Loss Selling Explain the January Effect? A Note104 cited
  • 1988Macroeconomics and Finance: Essays in Honor of Franco Modigliani99 cited
  • 1971Predictability of Stock Market Prices.92 cited
  • 1985Personal Income Taxes and the January Effect: Small Firm Stock Returns Before the War Revenue Act of 1917: A Note

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