Reference health

The declining January effect: evidences from the U.S. equity markets

https://doi.org/10.1016/s1062-9769(02)00160-6
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15/15 checkable references clean · checked 2026-07-26

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

7 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 15 checked references that resolve
resolves10.2307/2330748
Seasonal Fluctuations in Industrial Production and Stock Market Seasonals
resolves10.2307/2331014
Stock Market Seasonals and Prespecified Multifactor Pricing Relations
resolves10.1023/A:1015300817043
The Evolution of Market Efficiency: 103 Years Daily Data of the Dow
resolves10.1016/0304-405X(83)90025-9
Size-related anomalies and stock return seasonality
resolves10.1007/BF02919794
The yearend effect in stock returns over business cycles: A technical note
resolves10.2307/2329275
Macroeconomic Seasonality and the January Effect
resolves10.1111/j.1475-6803.1997.tb00234.x
A SIMULTANEOUS TEST OF COMPETING THEORIES REGARDING THE JANUARY EFFECT
resolves10.2307/2331199
Book-To-Market across Firm Size, Exchange, and Seasonality: Is There an Effect?
resolves10.2307/2328723
Turn-of-Month Evaluations of Liquid Profits and Stock Returns: A Common Explanation for the Monthly and January Effects
resolves10.1016/0304-405X(81)90019-2
Misspecification of capital asset pricing
resolves10.2307/2328193
The Buying and Selling Behavior of Individual Investors at the Turn of the Year
resolves10.2307/2328280
Portfolio Rebalancing and the Turn-Of-The-Year Effect
resolves10.1016/0304-405X(83)90055-7
On computing mean returns and the small firm premium
resolves10.1016/0304-405X(76)90028-3
Capital market seasonality: The case of stock returns
resolves10.1016/0304-405X(83)90027-2
Transaction costs and the small firm effect
The 7 references without a DOI — listed, not checked
no DOI — not checkedInvestors’ maturity and stock market behavior
no DOI — not checkedIndex size, autocorrelation and the evolution of market efficiency: The U.S. experience
no DOI — not checkedInformation speed and market behavior: 103 years daily data of the Dow
no DOI — not checkedInformation frequency and stock return behavior
no DOI — not checkedHaugen, R. A., & Lakonishok, J. (1988). The incredible January effect: The stock market’s unsolved mystery. Homewood, IL: Dow Jones-Irwin.
no DOI — not checkedThe anomalous stock market behavior of large firms in January: The evidence from the S&P composite and component indexes
no DOI — not checkedCertain observations on seasonal movements in stock prices
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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