The anomalous stock market behavior of small firms in January

The relationship between return and market value of common stocks

Rolf W. Banz · Journal of Financial Economics · 1981 · 6.1K citations

Business, Economics, Finance +14

Size-related anomalies and stock return seasonality

Donald B. Keim · Journal of Financial Economics · 1983 · 1.8K citations

Business, Finance, Financial Economics +13

Misspecification of capital asset pricing

Marc R. Reinganum · Journal of Financial Economics · 1981 · 1.3K citations

Business, Economics, Finance +12

Capital market seasonality: The case of stock returns

Michael S. Rozeff, William R. Kinney · Journal of Financial Economics · 1976 · 1.2K citations

Business, Economics, Finance +15

Transaction costs and the small firm effect

Hans R. Stoll, Robert E. Whaley · Journal of Financial Economics · 1983 · 519 citations

Business, Business Economics, Economics +10