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Turn-of-Month Evaluations of Liquid Profits and Stock Returns: A Common Explanation for the Monthly and January Effects

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Cited by

1998The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis231 cited
2008Equity Returns at the Turn of the Month138 cited

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2003

The turn-of-the-month effect still lives: the international evidence

132 cited

2012Are Monthly Seasonals Real? A Three Century Perspective112 cited

2003The declining January effect: evidences from the U.S. equity markets94 cited

2006Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach92 cited

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