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Size-related anomalies and stock return seasonality : Further empirical evidence
Keim, Donald B. - In: Journal of Financial Economics 12 (1983) 1, pp. 13-32
Persistent link: https://www.econbiz.de/10005478168
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Trading patterns, bid-ask spreads, and estimated security returns : The case of common stocks at calendar turning points
Keim, Donald B. - In: Journal of Financial Economics 25 (1989) 1, pp. 75-97
Persistent link: https://www.econbiz.de/10005478210
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Dividend yields and stock returns: Implications of abnormal January returns
Keim, Donald B. - In: Journal of Financial Economics 14 (1985) 3, pp. 473-489
Persistent link: https://www.econbiz.de/10005376725
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Anatomy of the trading process Empirical evidence on the behavior of institutional traders
Keim, Donald B.; Madhavan, Ananth - In: Journal of Financial Economics 37 (1995) 3, pp. 371-398
Persistent link: https://www.econbiz.de/10005376746
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Predicting returns in the stock and bond markets
Keim, Donald B.; Stambaugh, Robert F. - In: Journal of Financial Economics 17 (1986) 2, pp. 357-390
Persistent link: https://www.econbiz.de/10005210628
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Transactions costs and investment style: an inter-exchange analysis of institutional equity trades
Keim, Donald B.; Madhavan, Ananth - In: Journal of Financial Economics 46 (1997) 3, pp. 265-292
Persistent link: https://www.econbiz.de/10005362566
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Stock return seasonalities and the tax-loss selling hypothesis : Analysis of the arguments and Australian evidence
Brown, Philip; Keim, Donald B.; Kleidon, Allan W.; … - In: Journal of Financial Economics 12 (1983) 1, pp. 105-127
Persistent link: https://www.econbiz.de/10005362614
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An analysis of mutual fund design: the case of investing in small-cap stocks
Keim, Donald B. - In: Journal of Financial Economics 51 (1999) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10005362718