1. | Bohl, M., Salm, C. (2010). The Other January Effect: International Evidence. European Journal of Finance, 2 (16), 173–182. DOI:10.1080/13518470903037953. |
2. | Bronson, R. (2012). What January Effect? Pobrano z: http://ritholz.com/blog/2011/02/what-January effect-2/9, 2011 (12.01.2018). |
3. | Brown, L., Luo, L. (2006). The January Barometer: Further Evidence. Journal of Investing, 1 (15), 25–31. DOI: 10.3905/joi.2006.616841. |
4. | Brusa, J. (2009). An Industry Analysis of the Other January Effect. Journal of International Finance and Economics, 4 (8), 74–81. |
5. | Cooper, M., McConnel, J., Ovtchinnikov, A. (2006). The Other January Effect. Journal of Financial Economics, 2 (82), 315–341. DOI: 10.1016/j.jfineco.2006.03.001. |
6. | Dimson, E., Mussavian, M. (1998). A Brief History of Market Efficiency. European Financial Management, 1 (4), 91–193. DOI:10.1111/1468-036X.00056. |
7. | Dzhabarov, C., Ziemba, W. (2011). Seasonal Anomalies. W: L. Zacks (red.), The Handbook of Equity Market Anomalies (s. 213–217). Hoboken: Wiley & Sons. |
8. | Easterday, K., Sen, P., Stephan, J. (2008). The Persistence of the Small Firm/January Effect: Is It Consistent with Investors’ Learning and Arbitrage Efforts? Quarterly Review of Economics and Finance, 3 (49), 1172–1193. DOI:10.1016/j.qref.2008.07.001. |
9. | Easton, S., Pinder, S. (2007). A Refutation of the Existence of the Other January Effect. International Review of Finance, 3–4 (7), 89–104. DOI:10.1111/j.1468-2443.2007.00069.x. |
10. | Fama, E. (1965). The Behavior of Market Prices. Journal of Business, 1 (38), 34–105. |
11. | Fama, E. (1970). Efficient Capital Markets: A Review of Theory and Empirical Work. Journal of Finance, 2 (25), 383–417. DOI:10.2307/2325486. |
12. | Fama, E. (1991). Efficient Capital Markets II. Journal of Finance, 5 (46), 1575–1617. DOI:10.1111/j.1540-6261.1991.tb04636.x. |
13. | Haug, M., Hirschey, M. (2006). The January Effect. Financial Analyst Journal, 5 (65), 78–88. DOI:10.2469/faj.v62.n5.4284. |
14. | Hensel, C., Ziemba, W. (1995). The January Barometer. Journal of Investing, 2 (4), 67–70. DOI:10.3905/joi.4.2.67. |
15. | Hirsch, Y. (1986). Don’t Sell Stocks on Monday. New York: Facts on File Publications. |
16. | Hirsch, J., Hirsch, Y. (2011). Stock Trader’s Almanac. Hoboken: Wiley & Sons. |
17. | Imhof, M., Brusa J. (2008). The Other January Effect: International Evidence. International Journal of Business Research, 5 (8), 48–52. |
18. | Kaeppel, J. (2009). Seasonal Stock Market Trends: The Definitive Guide to Calendar-based Stock Market Trading. Hoboken: Wiley & Sons. |
19. | Keim, D. (1983). Size Related Anomalies and Stock Returns Seasonality: Further Empirical Evidence. Journal of Financial Economics, 1 (12), 3–32. DOI: 10.1016/0304-405X(83)90025-9. |
20. | Keim, D., Ziemba, W. (2000). Security Market Imperfections in Worldwide Equity Markets. Cambridge: Cambridge University Press. |
21. | Lakonishok, J., Smidt, S. (1988). Are Seasonal Anomalies Real? A Ninety-year Perspective. Review of Financial Studies, 1 (4), 403–425. DOI:dx.doi.org/10.1093/rfs/1.4.403. |
22. | Malkiel, B. (2003). The Efficient Market Hypothesis and Its Critics. Journal of Economic Perspectives, 1 (17), 59–82. DOI:10.1257/089533003321164958. |
23. | Malkiel, B. (2005). Reflections on the Efficient Market Hypothesis: 30 Years Later. Financial Review, 1 (40), 1–9. DOI: 10.1111/j.0732-8516.2005.00090.x. |
24. | Marianowska, M., Szerszyńska, E., Szymański, M. (2016). Anomalie sezonowe na rynkach kapitałowych: efekt stycznia i barometr stycznia na Giełdzie Papierów Wartościowych w Warszawie. Journal of Capital Market and Behavioral Finance, 1 (3), 35–48. |
25. | Marshall, B., Visaltanachoti, N. (2010). The Other January Effect: Evidence against Market Efficiency. Journal of Banking & Finance, 10 (34), 2413–2424. DOI:10.1016/j.jbankfin.2010.03.019. |
26. | Patel, J. (2014). The Monthly Barometer of the Indian Stock Market. International Business & Economic Research Journal, 1 (13), 85–92. DOI:10.19030/iber.v13i1.8358. |
27. | Rendon, J., Ziemba, W. (2007). Is the January Effect Still Alive in the Futures Markets? Financial Market and Portfolio Management, 3 (21), 381–396. DOI: 10.1007/s11408-007-0049-3. |
28. | Rozeff, M., Kinney, W. (1976). Capital Market Seasonality: The Case of Stock Returns. Journal of Financial Economics, 3 (4), 379–402. DOI:10.1016/0304-405X(76)90028-3. |
29. | Stivers, C., Sun, L., Sun, Y. (2009). The Other January Effect: International, Style, and Subperiod Evidence. Journal of Financial Markets, 3 (12), 521–546. DOI:10.1016/j.finmar.2009.01.001. |
30. | Sturm, R. (2009). The „Other” January Effect and the Presidential Election Cycle. Applied Financial of Economics, 17 (19), 1–9. DOI:10.1080/09603100802599589. |
31. | Thaler, R. (1992). The Winner Curse. New York: The Free Press. |
32. | Verheyden, T., De Moor, L., Van den Bossche, F. (2013). A Tale of Market Efficiency. Review of Economics and Business Literature, 2 (58), 139–156. |
33. | Ziemba, W. (1994). Investing in the Turn-of-the-year Effect in the Futures Markets. Interfaces, 3 (24), 46–61. DOI: 10.1287/inte.24.3.46. |