Anomalies in US equity markets: A re-examination of the January effect

Applied Financial Economics

Volumn 12, Issue 2, 2002, Pages 141-145

  Mehdian, Seyed ^a   Perry, Mark J ^a  

^a UNIVERSITY OF MICHIGAN FLINT   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CAPITAL MARKET; MARKET CONDITIONS; SEASONAL VARIATION; STOCK MARKET;

UNITED STATES;

EID: 0036178464     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/09603100110088067     Document Type: Article

References (8)

1. The relationship between return and market value of common stock
2. Stock market seasonality: International evidence
3. The January effect: Still there after all these years
4. New evidence on the monday seasonal in stock returns
5. Size-related anomalies and stock return seasonality: Further empirical evidence
6. The anomalous stock market behavior of small firms in January: Empirical tests for tax-loss selling effects
7. Capital market seasonality: The case of stock returns