A Monthly Effect in Stock Returns

[1]  Stephen H. Penman,et al.  The distribution of earnings news over time and seasonalities in aggregate stock returns , 1987 .

[2]  Laura T. Starks,et al.  Day-of-the-week and intraday effects in stock returns , 1986 .

[3]  Richard J. Rogalski.  New Findings Regarding Day‐of‐the‐Week Returns over Trading and Non‐Trading Periods: A Note , 1984 .

[4]  Mustafa N. Gultekin,et al.  Stock market seasonality: International Evidence , 1983 .

[5]  Gary L. Gastineau,et al.  S&P 500 Stock Index Futures Evaluation Tables , 1983 .

[6]  Marc R. Reinganum.  The anomalous stock market behavior of small firms in January: Empirical tests for tax-loss selling effects , 1983 .

[7]  Donald B. Keim.  SIZE-RELATED ANOMALIES AND STOCK RETURN SEASONALITY Further Empirical Evidence , 1983 .

[8]  Philip Brown,et al.  Stock return seasonalities and the tax-loss selling hypothesis: analysis of the arguments and Australian evidence , 1983 .

[9]  R. Roll.  Vas Ist Das? , 1983 .

[10]  Michael R. Gibbons,et al.  Day of the Week Effects and Asset Returns , 1981 .

[11]  K. French.  Stock returns and the weekend effect , 1980 .

[12]  William R. Kinney,et al.  Capital market seasonality: The case of stock returns , 1976 .

[13]  A. Zellner.  Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student- t Error Terms , 1976 .

[14]  E. Fama.  The Behavior of Stock-Market Prices , 1965 .

[15]  Bill Broyles.  Bibliography , 1898, The Journal of Laryngology, Rhinology, and Otology.