Seasonal, Size and Value Anomalies-Reference-Cited by-同舟云学术

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Seasonal, Size and Value Anomalies

Published:2005 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Jacobsen Ben,Mamun Abdullah,Visaltanachoti Nuttawat

Publisher

Elsevier BV

Reference19 articles.

1. The Relationship Between Return And Market Value Of Common Stocks;Rolf W Banz;Journal of Financial Economics,1981

2. The Investment Performance Of Common Stocks In Relation To Their Price-Earnings Ratios: A Test Of The Efficient Market Hypothesis;S Basu;Journal of Finance,1977

3. The Relationship Between Earnings' Yield, Market Value And Return For NYSE Common Stocks: Further Evidence;Sanjoy Basu;Journal of Financial Economics,1983

4. The Halloween Indicator, Sell in May and Go Away: Another Puzzle;Sven Bouman;American Economic Review,2002

5. Stock Market Returns: A Temperature Anomaly;Melanie Cao;Journal of Banking and Finance,2004

Cited by 20 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Early prediction of Ibex 35 movements;Journal of Forecasting;2022-12-05

2. The Sell-in-May effect in ESG indices;Managerial Finance;2022-05-02

3. An Analysis of “Sell in May and Go Away” Strategy in Latin American Stock Markets;Latin American Business Review;2021-11-13

4. The Halloween indicator, “Sell in May and Go Away”: Everywhere and all the time;Journal of International Money and Finance;2021-02

5. Price gap anomaly in the US stock market: The whole story;The North American Journal of Economics and Finance;2020-04

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