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The January Effect

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Author Info
Thaler, Richard H

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Publisher Info
Article provided by American Economic Association in its journal Journal of Economic Perspectives.

Volume (Year): 1 (1987)
Issue (Month): 1 (Summer)
Pages: 197-201
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Handle: RePEc:aea:jecper:v:1:y:1987:i:1:p:197-201

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  1. Dimitris Kenourgios & Aristeidis Samitas & Spyros Papathanasiou, 2005. "The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange," Finance 0512028, EconWPA. [Downloadable!]
  2. A. Gregoriou & A. Kontonikas & N. Tsitsianis, 2004. "Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK," Applied Financial Economics, Taylor and Francis Journals, vol. 14(3), pages 215-220, February. [Downloadable!] (restricted)
  3. Ercan Balaban, 1995. "January Effect, Yes. What About Mark Twain Effect?," Discussion Papers 9509, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
  4. Magnus Dahlquist, Peter Sellin, 1996. "Stochastic dominance, tax-loss selling and seasonalities in Sweden," European Journal of Finance, Taylor and Francis Journals, vol. 2(1), pages 1-19, March. [Downloadable!] (restricted)
  5. Stephen F. LeRoy, 1990. "Capital market efficiency: an update," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 29-40. [Downloadable!]
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This page was last updated on 2008-8-16.


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