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Personal Income Taxes and the January Effect: Small Firm Stock Returns before the War Revenue Act of 1917: A Note*

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  • Schultz, Paul

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Suggested Citation

  • Schultz, Paul, 1985. "Personal Income Taxes and the January Effect: Small Firm Stock Returns before the War Revenue Act of 1917: A Note," Journal of Finance, American Finance Association, vol. 40(1), pages 333-343, March.
    • Handle: RePEc:bla:jfinan:v:40:y:1985:i:1:p:333-43
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    Citations

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    Cited by:

    1. Matthew Muntifering, 2021. "Air pollution, investor sentiment and excessive returns," Journal of Asset Management, Palgrave Macmillan, vol. 22(2), pages 110-119, March.
    2. Tahmina Akhter & Othman Yong, 2021. "Can Adaptive Market Hypothesis Explain the Existence of Seasonal Anomalies? Evidence from Dhaka Stock Exchange, Bangladesh," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 15(2), April.
    3. Sun, Qian & Tong, Wilson H.S., 2010. "Risk and the January effect," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 965-974, May.
    4. Qiwei Chen, 2013. "Risk and seasonal effects: international evidence," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 11(4), pages 299-311, November.
    5. Qiwei Chen & Lisa Jack & Andrew Wood, 2007. "Tax-loss selling and seasonal effects in the UK," Applied Financial Economics, Taylor & Francis Journals, vol. 17(13), pages 1027-1035.
    6. Rajesh Elangovan & Francis Gnanasekar Irudayasamy & Satyanarayana Parayitam, 2022. "Month-of-the-Year Effect: Empirical Evidence from Indian Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(3), pages 449-476, September.
    7. Terry L. Zivney & Donald J. Thompson II, 1987. "Relative Stock Prices And The Firm Size Effect," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 10(2), pages 99-110, June.
    8. Charles P. Jones & Jack W. Wilson, 1989. "An Analysis Of The January Effect In Stocks And Interest Rates Under Varying Monetary Regimes," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 12(4), pages 341-354, December.
    9. Chen, Zhongdong & Schmidt, Adam & Wang, Jin’ai, 2021. "Retail investor risk-seeking, attention, and the January effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
    10. Arbab Khalid Cheema & Wenjie Ding & Qingwei Wang, 2023. "The cross-section of January effect," Journal of Asset Management, Palgrave Macmillan, vol. 24(6), pages 513-530, October.
    11. Robert J. Sweeney & Robert F. Scherer & Janet Goulet & Waldemar M. Goulet, 1996. "Investment Behavior and the Small Firm Effect," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 5(3), pages 251-269, Fall.
    12. Ali F. Darrat & Bin Li & Benjamin Liu & Jen Je Su, 2011. "A Fresh Look at Seasonal Anomalies: An International Perspective," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 10(2), pages 93-116, August.
    13. Gerardo ¡°Gerry¡± Alfonso Perez, 2018. "Does the January Effect Still Exists?," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 9(1), pages 50-73, January.

    Replication

    This item has been replicated by:
  • Jones, Charles P & Pearce, Douglas K & Wilson, Jack W, 1987. "Can Tax-Loss Selling Explain the January Effect? A Note," Journal of Finance, American Finance Association, vol. 42(2), pages 453-461, June.

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    1. Personal Income Taxes and the January Effect: Small Firm Stock Returns Before the War Revenue Act of 1917: A Note (JF 1985) in ReplicationWiki

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