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VOLUME AND TURN-OF-THE-YEAR BEHAVIOR
被引:69
作者
:
LAKONISHOK, J
论文数:
0
引用数:
0
h-index:
0
机构:
CORNELL UNIV,ITHACA,NY 14853
LAKONISHOK, J
SMIDT, S
论文数:
0
引用数:
0
h-index:
0
机构:
CORNELL UNIV,ITHACA,NY 14853
SMIDT, S
机构
:
[1]
CORNELL UNIV,ITHACA,NY 14853
[2]
UNIV N CAROLINA,SCH BUSINESS ADM,CHAPEL HILL,NC 27514
来源
:
JOURNAL OF FINANCIAL ECONOMICS
|
1984年
/ 13卷
/ 03期
关键词
:
D O I
:
10.1016/0304-405X(84)90008-4
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:435 / 455
页数:21
相关论文
共 44 条
[1]
ARBEL A, 1983, FINANCIAL ANAL J MAY, P57
[2]
THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS
[J].
BANZ, RW
论文数:
0
引用数:
0
h-index:
0
BANZ, RW
.
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
:3
-18
[3]
DIFFERENTIAL INFORMATION AND THE SMALL FIRM EFFECT
[J].
BARRY, CB
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
BARRY, CB
;
BROWN, SJ
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
BROWN, SJ
.
JOURNAL OF FINANCIAL ECONOMICS,
1984,
13
(02)
:283
-294
[4]
INVESTMENT PERFORMANCE OF COMMON-STOCKS IN RELATION TO THEIR PRICE-EARNINGS RATIOS - TEST OF EFFICIENT MARKET HYPOTHESIS
[J].
BASU, S
论文数:
0
引用数:
0
h-index:
0
机构:
MCMASTER UNIV,FAC BUSINESS,HAMILTON 16,ONTARIO,CANADA
MCMASTER UNIV,FAC BUSINESS,HAMILTON 16,ONTARIO,CANADA
BASU, S
.
JOURNAL OF FINANCE,
1977,
32
(03)
:663
-682
[5]
THE RELATIONSHIP BETWEEN EARNINGS YIELD, MARKET VALUE AND RETURN FOR NYSE COMMON-STOCKS - FURTHER EVIDENCE
[J].
BASU, S
论文数:
0
引用数:
0
h-index:
0
BASU, S
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
:129
-156
[6]
BIASES IN COMPUTED RETURNS - AN APPLICATION TO THE SIZE EFFECT
[J].
BLUME, ME
论文数:
0
引用数:
0
h-index:
0
BLUME, ME
;
STAMBAUGH, RF
论文数:
0
引用数:
0
h-index:
0
STAMBAUGH, RF
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(03)
:387
-404
[7]
TAX LOSS TRADING RULE
[J].
BRANCH, B
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA 01002
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA 01002
BRANCH, B
.
JOURNAL OF BUSINESS,
1977,
50
(02)
:198
-207
[8]
STOCK RETURN SEASONALITIES AND THE TAX-LOSS SELLING HYPOTHESIS - ANALYSIS OF THE ARGUMENTS AND AUSTRALIAN EVIDENCE
[J].
BROWN, P
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
BROWN, P
;
KEIM, DB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
KEIM, DB
;
KLEIDON, AW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
KLEIDON, AW
;
MARSH, TA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
MARSH, TA
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
:105
-127
[9]
NEW EVIDENCE ON THE NATURE OF SIZE-RELATED ANOMALIES IN STOCK-PRICES
[J].
BROWN, P
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
BROWN, P
;
KLEIDON, AW
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
KLEIDON, AW
;
MARSH, TA
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
MARSH, TA
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
:33
-56
[10]
FRICTION IN THE TRADING PROCESS AND THE ESTIMATION OF SYSTEMATIC-RISK
[J].
COHEN, KJ
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10006
COHEN, KJ
;
HAWAWINI, GA
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10006
HAWAWINI, GA
;
MAIER, SF
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10006
MAIER, SF
;
SCHWARTZ, RA
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10006
SCHWARTZ, RA
;
WHITCOMB, DK
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10006
WHITCOMB, DK
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(02)
:263
-278
←
1
2
3
4
5
→
共 44 条
[1]
ARBEL A, 1983, FINANCIAL ANAL J MAY, P57
[2]
THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS
[J].
BANZ, RW
论文数:
0
引用数:
0
h-index:
0
BANZ, RW
.
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
:3
-18
[3]
DIFFERENTIAL INFORMATION AND THE SMALL FIRM EFFECT
[J].
BARRY, CB
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
BARRY, CB
;
BROWN, SJ
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
BROWN, SJ
.
JOURNAL OF FINANCIAL ECONOMICS,
1984,
13
(02)
:283
-294
[4]
INVESTMENT PERFORMANCE OF COMMON-STOCKS IN RELATION TO THEIR PRICE-EARNINGS RATIOS - TEST OF EFFICIENT MARKET HYPOTHESIS
[J].
BASU, S
论文数:
0
引用数:
0
h-index:
0
机构:
MCMASTER UNIV,FAC BUSINESS,HAMILTON 16,ONTARIO,CANADA
MCMASTER UNIV,FAC BUSINESS,HAMILTON 16,ONTARIO,CANADA
BASU, S
.
JOURNAL OF FINANCE,
1977,
32
(03)
:663
-682
[5]
THE RELATIONSHIP BETWEEN EARNINGS YIELD, MARKET VALUE AND RETURN FOR NYSE COMMON-STOCKS - FURTHER EVIDENCE
[J].
BASU, S
论文数:
0
引用数:
0
h-index:
0
BASU, S
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
:129
-156
[6]
BIASES IN COMPUTED RETURNS - AN APPLICATION TO THE SIZE EFFECT
[J].
BLUME, ME
论文数:
0
引用数:
0
h-index:
0
BLUME, ME
;
STAMBAUGH, RF
论文数:
0
引用数:
0
h-index:
0
STAMBAUGH, RF
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(03)
:387
-404
[7]
TAX LOSS TRADING RULE
[J].
BRANCH, B
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA 01002
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA 01002
BRANCH, B
.
JOURNAL OF BUSINESS,
1977,
50
(02)
:198
-207
[8]
STOCK RETURN SEASONALITIES AND THE TAX-LOSS SELLING HYPOTHESIS - ANALYSIS OF THE ARGUMENTS AND AUSTRALIAN EVIDENCE
[J].
BROWN, P
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
BROWN, P
;
KEIM, DB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
KEIM, DB
;
KLEIDON, AW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
KLEIDON, AW
;
MARSH, TA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
MARSH, TA
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
:105
-127
[9]
NEW EVIDENCE ON THE NATURE OF SIZE-RELATED ANOMALIES IN STOCK-PRICES
[J].
BROWN, P
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
BROWN, P
;
KLEIDON, AW
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
KLEIDON, AW
;
MARSH, TA
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
MARSH, TA
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
:33
-56
[10]
FRICTION IN THE TRADING PROCESS AND THE ESTIMATION OF SYSTEMATIC-RISK
[J].
COHEN, KJ
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10006
COHEN, KJ
;
HAWAWINI, GA
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10006
HAWAWINI, GA
;
MAIER, SF
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10006
MAIER, SF
;
SCHWARTZ, RA
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10006
SCHWARTZ, RA
;
WHITCOMB, DK
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10006
WHITCOMB, DK
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(02)
:263
-278
←
1
2
3
4
5
→