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Volumn 5, Issue 1, 1996, Pages 19-29

Portfolio rebalancing, institutional ownership, and the small firm-January effect

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Indexed keywords


EID: 0030525108     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1058-3300(96)90003-8     Document Type: Article
Times cited : (9)

References (16)
  • 1
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    • Portfolio Rebalancing and the January Effect in Canada
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    • Athanassakos G. Portfolio Rebalancing and the January Effect in Canada. Financial Analysts Journal. 48:1992;67-78. (December).
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    • Athanassakos, G.1
  • 2
    • 0000953297 scopus 로고
    • A Tax-Loss-Selling Trading Rule
    • Branch B. A Tax-Loss-Selling Trading Rule. Journal of Business. 50:1977;198-207.
    • (1977) Journal of Business , vol.50 , pp. 198-207
    • Branch, B.1
  • 3
  • 4
    • 84986465470 scopus 로고
    • Tax-Loss Selling, Institutional Investors, and the January Effect: A Note
    • (Winter)
    • Eakins S. Tax-Loss Selling, Institutional Investors, and the January Effect: A Note. The Journal of Financial Research. 16:1993;377-384. (Winter).
    • (1993) The Journal of Financial Research , vol.16 , pp. 377-384
    • Eakins, S.1
  • 5
    • 0000242434 scopus 로고
    • Stock Market Seasonality: International Evidence
    • (December)
    • Gultekin M., Gultekin B. Stock Market Seasonality: International Evidence. Journal of Financial Economics. 12:1983;469-482. (December).
    • (1983) Journal of Financial Economics , vol.12 , pp. 469-482
    • Gultekin, M.1    Gultekin, B.2
  • 8
    • 48749147730 scopus 로고
    • Size-Related Anomalies and Stock Market Seasonality: Further Empirical Evidence
    • (June)
    • Keim D. Size-Related Anomalies and Stock Market Seasonality: Further Empirical Evidence. Journal of Financial Economics. 12:1983;13-32. (June).
    • (1983) Journal of Financial Economics , vol.12 , pp. 13-32
    • Keim, D.1
  • 9
    • 0011675179 scopus 로고
    • Misspecification of Capital Asset Pricing: Empirical Anomalies Based on Earnings' Yields and Market Values
    • University of Chicago
    • Reinganum M. Misspecification of Capital Asset Pricing: Empirical Anomalies Based on Earnings' Yields and Market Values. Ph.D. Thesis. 1979;University of Chicago.
    • (1979) Ph.D. Thesis
    • Reinganum, M.1
  • 10
    • 48749146127 scopus 로고
    • The Anomalous Stock Market Behavior of Small Firms in January, Empirical Tests for Tax-Loss Selling Effects
    • Reinganum M. The Anomalous Stock Market Behavior of Small Firms in January, Empirical Tests for Tax-Loss Selling Effects. Journal of Financial Economics. 12:1983;89-104.
    • (1983) Journal of Financial Economics , vol.12 , pp. 89-104
    • Reinganum, M.1
  • 11
    • 84977722617 scopus 로고
    • The Buying and Selling Behavior of Individual Investors at the Turn of the Year
    • (July)
    • Ritter J. The Buying and Selling Behavior of Individual Investors at the Turn of the Year. Journal of Finance. 43:1988;701-717. (July).
    • (1988) Journal of Finance , vol.43 , pp. 701-717
    • Ritter, J.1
  • 12
    • 84977730469 scopus 로고
    • Portfolio Rebalancing and the Turn-of-the-Year Effect
    • (March)
    • Ritter J., Chopra N. Portfolio Rebalancing and the Turn-of-the-Year Effect. Journal of Finance. 44:1989;149-166. (March).
    • (1989) Journal of Finance , vol.44 , pp. 149-166
    • Ritter, J.1    Chopra, N.2
  • 13
    • 84977324321 scopus 로고
    • A Possible Explanation of the Small Firm Effect
    • (September)
    • Roll R. A Possible Explanation of the Small Firm Effect. Journal of Finance. 36:1981;879-888. (September).
    • (1981) Journal of Finance , vol.36 , pp. 879-888
    • Roll, R.1
  • 14
    • 33845632902 scopus 로고
    • Capital Market Seasonality: The Case of Stock Returns
    • Rozeff M., Kinney W. Capital Market Seasonality: The Case of Stock Returns. Journal of Financial Economics. 3:1976;379-402.
    • (1976) Journal of Financial Economics , vol.3 , pp. 379-402
    • Rozeff, M.1    Kinney, W.2
  • 16
    • 0001055989 scopus 로고
    • Certain Observations on Seasonal Movements in Stock Prices
    • Wachtel S. Certain Observations on Seasonal Movements in Stock Prices. Journal of Business. 15:1942;148-193.
    • (1942) Journal of Business , vol.15 , pp. 148-193
    • Wachtel, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.