Return Seasonality is a financial phenomenon characterized by the recurring temporal patterns in asset returns that systematically deviate from random distribution across specific calendar periods.
314
Publications
27.8K
Citations
502
Authors
329
Institutions
Publications per year
2017–2026
30
Parents
Publications
314
Size-related anomalies and stock return seasonality
Donald B. Keim · Journal of Financial Economics · 1983 · 1.8K citations
Predicting returns in the stock and bond markets
Donald B. Keim, Robert F. Stambaugh · Journal of Financial Economics · 1986 · 1.8K citations · Full text
Good Day Sunshine: Stock Returns and the Weather
David Hirshleifer, Tyler Shumway · The Journal of Finance · 2003 · 1.7K citations
1–5 of 314
Authors
502
- LA
8
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- MJ
8
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- MD
8
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- BJ
6
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- EC
5
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1–5 of 502
Institutions
329
University of British Columbia
Vancouver, Canada
9 h-index
11 publications
442 citations
University of Toronto
Toronto, Canada
8 h-index
8 publications
333 citations
York University
Toronto, Canada
8 h-index
8 publications
333 citations
Massey University
Palmerston North, New Zealand
7 h-index
10 publications
655 citations
National Bureau of Economic Research
Cambridge, United States
5 h-index
7 publications
813 citations
University of Maryland, College Park
College Park, United States
5 h-index
6 publications
664 citations
Poznań University of Economics and Business
Poznan, Poland
5 h-index
5 publications
121 citations
Griffith University
Brisbane, Australia
5 h-index
5 publications
108 citations
1–8 of 329
Venues
- The Journal of Finance
33 publications · 7.2K citations
24
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- SSRN Electronic Journal
Repository · 33 publications · 1.5K citations
21
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- Applied Financial Economics
22 publications · 953 citations
17
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- Journal of Financial and Quantitative Analysis
JFQA · 13 publications · 1.8K citations
13
h-index
- Journal of Banking & Finance
12 publications · 891 citations
12
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1–5