Size-related anomalies and stock return seasonality: further empirical evidence

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Size-related anomalies and stock return seasonality: further empirical evidence (1983)

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by Donald B. Keim

Venue:	Journal of Financial Economics
Citations:	173 - 2 self

Citations

1828	Efficient capital markets: A review of theory and empirical work. - Fama - 1970
1209	The behavior of stock-market prices, - Fama - 1965
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110	Capital market seasonality- The case of stock returns. - Rozeff, Kinney - 1976
85	Foundation of Finance, Basic - Fama - 1976
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46	Capital gains taxation and the year-end stock market behavior, - Dyl - 1977
34	New evidence on the nature of size-related anomalies in stock prices. - Brown, Kleidon, et al. - 1983
27	A tax loss trading rule,” - Branch - 1977
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7	Effects of ARMA errors on the significance tests for regression coefficients.” - Vinod - 1976
4	The Turn-of-the Year Effect and the Return Premia of Small Firms - Roll - 1983
4	Book values and expected stock returns. Unpublished MBA dissertation - Stattman - 1980
1	Asset pricing anomalies and capital market seasonality: Empirical evidence, Unpublished manuscript (University of - Keim - 1980
1	Further evidence on size effects and yield eflects: The implications of stock return seasonally. Unpublished manuscript (University of - Keim - 1982
1	Stock market seasonality: Some international evidence, Unpublished manuscript (University of - Korajczyk - 1982
1	A possible explanation of the small firm elTect - Roll - 1981
1	Some additional evidence on the small firm effect, Unpublished manuscript (University of - Schultz - 1982