References

• 1965The Behavior of Stock-Market Prices8,707 cited
• 1983The anomalous stock market behavior of small firms in January848 cited
• 1987A monthly effect in stock returns720 cited
• 1991Window Dressing by Pension Fund Managers689 cited
• 1983Stock market seasonality573 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
• 2002The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle413 cited
• 1983Stock Return Seasonalities and the Tax-Loss Selling Hypothesis: Analysis of the Arguments and Australian Evidence319 cited
• 2007Seasonality in the cross-section of stock returns☆316 cited
• 1985Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects246 cited
• 2001Capital Gains Tax Rules, Tax‐loss Trading, and Turn‐of‐the‐year Returns206 cited
• 1989Portfolio Rebalancing and the Turn-Of-The-Year Effect195 cited
• 1984The Turn-of-the-Year in Canada169 cited
• 1975Seasonality in Australian capital markets123 cited