SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Other January Effect: international evidence
16 references·4 citing·35 second hop
The Other January Effect: international evidence (2009)The Other January Effect: international e…Handbook of the Economics of Finance (2013)Handbook of the Economics of …The other January effect☆ (2006)The other January effect☆Efficient tests of stock return predictability☆ (2006)Efficient tests of stock retu…The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle (2002)The Halloween Indicator, “Sel…Anomalies and Market Efficiency (2002)Anomalies and Market Efficien…Dangers of data mining: The case of calendar effects in stock returns (2001)Dangers of data mining: The c…The Halloween Indicator, 'Sell in May and Go Away': Another Puzzle (1998)The Halloween Indicator, 'Sel…Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Market efficiency, long-term …Business conditions, monetary policy, and expected security returns (1996)Business conditions, monetary…The Tragedy of Pudd’nhead Wilson (1894) (1994)The Tragedy of Pudd’nhead Wil…Data-Snooping Biases in Tests of Financial Asset Pricing Models (1990)Data-Snooping Biases in Tests…Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…Stock Prices, Earnings, and Expected Dividends (1988)Stock Prices, Earnings, and E…Dividend yields and expected stock returns (1988)Dividend yields and expected …Predicting returns in the stock and bond markets (1986)Predicting returns in the sto…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Calendar anomalies and market volatility in selected cryptocurrencies (2023)Calendar anomalies and market…Monetary transmission mechanism analysis in a small, open economy: the case of Vietnam (2022)Monetary transmission mechani…The January sentiment effect in the U.S. stock market (2018)The January sentiment effect …Calendar anomaly: unique evidence from the Indian stock market (2017)Calendar anomaly: unique evid…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)Efficient Capital Markets: II (1991)Illiquidity and stock returns: cross-section and time-series effects (2002)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)The Cross-Section of Expected Stock Returns (1992)The General Theory of Employment, Interest and Money. (1936)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Common risk factors in the returns on stocks and bonds (1993)A model of investor sentiment / (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)The relationship between return and market value of common stocks (1981)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Does the Stock Market Overreact? (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Efficient Market Hypothesis and Its Critics (2003)Testing for a Unit Root in Time Series Regression (1988)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Expected Stock Returns and Variance Risk Premia (2009)The Econometrics of Financial Markets (2012)Investor Psychology and Asset Pricing (2001)Presidential Address: Discount Rates (2011)… and the Cross-Section of Expected Returns (2015)Contrarian Investment, Extrapolation, and Risk (1994)Introductory Econometrics for Finance (2008)Digesting Anomalies: An Investment Approach (2012)
this work references cited by second hop

References

  • 1986Economic Forces and the Stock Market5,258 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,780 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 2013Handbook of the Economics of Finance1,932 cited
  • 1986Predicting returns in the stock and bond markets1,715 cited
  • 1990Data-Snooping Biases in Tests of Financial Asset Pricing Models1,121 cited
  • 2006Efficient tests of stock return predictability☆999 cited
  • 2002Anomalies and Market Efficiency561 cited
  • 2002The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle419 cited
  • 1996Business conditions, monetary policy, and expected security returns363 cited
  • 2001Dangers of data mining: The case of calendar effects in stock returns301 cited
  • 2006The other January effect☆95 cited
  • 1998

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

The Halloween Indicator, 'Sell in May and Go Away': Another Puzzle
69 cited
  • 1994The Tragedy of Pudd’nhead Wilson (1894)46 cited
  • Cited by

    • 2017Calendar anomaly: unique evidence from the Indian stock market23 cited
    • 2023Calendar anomalies and market volatility in selected cryptocurrencies18 cited
    • 2018The January sentiment effect in the U.S. stock market17 cited
    • 2022Monetary transmission mechanism analysis in a small, open economy: the case of Vietnam9 cited