Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Institutions and Individuals at the Turn-of-the-Year

13 references·16 citing·44 second hop

FromToDepth

this work references cited by second hop

References

1991Inferring Trade Direction from Intraday Data3,150 cited
1983Size-related anomalies and stock return seasonality1,800 cited
1976Capital market seasonality: The case of stock returns1,229 cited
1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
1983The anomalous stock market behavior of small firms in January848 cited
1991Window Dressing by Pension Fund Managers689 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
1992The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias328 cited
1984Risk and return317 cited
1984Optimal stock trading with personal taxes308 cited
1989Trading patterns, bid-ask spreads, and estimated security returns288 cited

Cited by

2006Are investors moonstruck? Lunar phases and stock returns280 cited
2011Fast profits: Investor sentiment and stock returns during Ramadan249 cited

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

2006A Trade-Based Analysis of Momentum242 cited

2014Window Dressing in Mutual Funds229 cited

2001Capital Gains Tax Rules, Tax‐loss Trading, and Turn‐of‐the‐year Returns206 cited

2003Does Shareholder Composition Matter? Evidence from the Market Reaction to Corporate Earnings Announcements204 cited

1997Portfolio Disclosures and Year-End Price Shifts193 cited

2001The impact of public information on investors190 cited

2000A Direct Test of Methods for Inferring Trade Direction from Intra-Day Data183 cited

1999Investment Decisions Depend on Portfolio Disclosures181 cited

2016Retail Short Selling and Stock Prices176 cited

1998Institutional Investment in REITs: Evidence and Implications146 cited

2009The effect of holdings data frequency on conclusions about mutual fund behavior145 cited

2006Capital Gains Tax Overhang and Price Pressure144 cited

2011Gambling Preference and the New Year Effect of Assets with Lottery Features142 cited

2006Tax‐Loss Selling and the January Effect: Evidence from Municipal Bond Closed‐End Funds135 cited