References

• 1981The relationship between return and market value of common stocks5,928 cited
• 1983Size-related anomalies and stock return seasonality1,800 cited
• 1976Capital market seasonality: The case of stock returns1,229 cited
• 1983The anomalous stock market behavior of small firms in January848 cited
• 1983Stock market seasonality573 cited
• 1983Transaction costs and the small firm effect529 cited
• 1983Transaction costs and the small firm effect431 cited
• 1983Vas Ist Das?429 cited
• 1992The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias328 cited
• 1983Stock Return Seasonalities and the Tax-Loss Selling Hypothesis: Analysis of the Arguments and Australian Evidence319 cited
• 1984Risk and return317 cited
• 1942Certain Observations on Seasonal Movements in Stock Prices309 cited
• 1989Trading patterns, bid-ask spreads, and estimated security returns288 cited
• 1983Stock return seasonalities and the tax-loss selling hypothesis259 cited
• 1984The Turn-of-the-Year in Canada169 cited
• 1989Firm Size and Turn-of-the-Year Effects in the OTC/NASDAQ Market