References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
• 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
• 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
• 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
• 1983Size-related anomalies and stock return seasonality1,800 cited
• 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
• 1991Window Dressing by Pension Fund Managers689 cited
• 1994Anomalies or illusions? Evidence from stock markets in eighteen countries543 cited
• 1988The Buying and Selling Behavior of Individual Investors at the Turn of the Year482 cited
• 1990High Stock Returns before Holidays: Existence and Evidence on Possible Causes446 cited
• 1988The statistical properties of daily foreign exchange rates: 1974–1983432 cited
• 1983Vas Ist Das?429 cited
• 1992Turn-of-month and pre-holiday effects on stock returns: Some international evidence311 cited
• 1994Holiday Effects and Stock Returns: Further Evidence