{"id":"https://openalex.org/W2164889808","doi":"https://doi.org/10.2307/2330958","title":"Seasonal and Size Anomalies in the Japanese Stock Market","display_name":"Seasonal and Size Anomalies in the Japanese Stock Market","publication_year":1985,"publication_date":"1985-06-01","ids":{"openalex":"https://openalex.org/W2164889808","doi":"https://doi.org/10.2307/2330958","mag":"2164889808"},"language":"en","primary_location":{"id":"doi:10.2307/2330958","doi":"https://doi.org/10.2307/2330958","is_oa":false,"landing_page_url":"https://doi.org/10.2307/2330958","pdf_url":null,"source":{"id":"https://openalex.org/S193228710","display_name":"Journal of Financial and Quantitative Analysis","issn_l":"0022-1090","issn":["0022-1090","1756-6916"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-1","ft50","jufo-3","norway-2","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Journal of Financial and Quantitative Analysis","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5025945806","display_name":"Kiyoshi Kat\u014d","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Kiyoshi Kato","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5075520801","display_name":"James S. Schallheim","orcid":"https://orcid.org/0000-0002-0297-8307","observed_orcids":["https://orcid.org/0000-0002-0297-8307"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"James S. Schallheim","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":3550,"currency":"USD","value_usd":3550},"apc_paid":null,"fwci":7.9542,"has_fulltext":false,"cited_by_count":256,"citation_normalized_percentile":{"value":0.97049422,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":100},"biblio":{"volume":"20","issue":"2","first_page":"243","last_page":"243"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12123","display_name":"Financial Analysis and Corporate Governance","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10019","display_name":"Corporate Finance and Governance","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/japanese-stock-market","display_name":"Japanese stock market","score":0.8949999809265137},{"id":"https://openalex.org/keywords/tokyo-stock-exchange","display_name":"Tokyo Stock Exchange","score":0.9110000133514404},{"id":"https://openalex.org/keywords/january-effect","display_name":"January effect","score":0.8759999871253967},{"id":"https://openalex.org/keywords/size-effect","display_name":"size effect","score":0.6510000228881836},{"id":"https://openalex.org/keywords/calendar-anomalies","display_name":"calendar anomalies","score":0.6660000085830688},{"id":"https://openalex.org/keywords/market-efficiency","display_name":"market efficiency","score":0.4009999930858612}],"concepts":[{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.7429028749465942},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.7033470869064331},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5908502340316772},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.5077184438705444},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.44690272212028503},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4087671637535095},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3515888750553131},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.16753670573234558},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.14523404836654663},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.2307/2330958","doi":"https://doi.org/10.2307/2330958","is_oa":false,"landing_page_url":"https://doi.org/10.2307/2330958","pdf_url":null,"source":{"id":"https://openalex.org/S193228710","display_name":"Journal of Financial and Quantitative Analysis","issn_l":"0022-1090","issn":["0022-1090","1756-6916"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-1","ft50","jufo-3","norway-2","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Journal of Financial and Quantitative Analysis","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:cup:jfinqa:v:20:y:1985:i:02:p:243-260_01","doi":null,"is_oa":false,"landing_page_url":"https://www.cambridge.org/core/product/identifier/S0022109000011625/type/journal_article","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"mag:3144549543","doi":null,"is_oa":false,"landing_page_url":"http://ci.nii.ac.jp/ncid/BB03650535","pdf_url":null,"source":{"id":"https://openalex.org/S4306481717","display_name":"University Microfilms International eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"ebook platform"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"University Microfilms International eBooks","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":19,"referenced_works":["https://openalex.org/W1485812904","https://openalex.org/W1490496491","https://openalex.org/W1493117078","https://openalex.org/W1514711244","https://openalex.org/W1562072655","https://openalex.org/W1806841400","https://openalex.org/W1973337993","https://openalex.org/W1973784058","https://openalex.org/W1988795332","https://openalex.org/W1991625257","https://openalex.org/W2011043606","https://openalex.org/W2015417499","https://openalex.org/W2047852758","https://openalex.org/W2053848643","https://openalex.org/W2069147838","https://openalex.org/W2116347131","https://openalex.org/W2141673418","https://openalex.org/W2144813880","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W7140959287","https://openalex.org/W2032937169","https://openalex.org/W2538804715","https://openalex.org/W2481003545","https://openalex.org/W2900876361","https://openalex.org/W7096017307","https://openalex.org/W2171123866","https://openalex.org/W604067200","https://openalex.org/W3123794975","https://openalex.org/W1498090289"],"abstract_inverted_index":{"Little":[0],"attention":[1],"has":[2,22],"been":[3],"paid":[4],"by":[5],"the":[6,10,14,23,28,32,41,58,73,92],"academic":[7],"community":[8],"in":[9,27,47,69],"United":[11],"States":[12],"to":[13,40],"Japanese":[15,59,74],"stock":[16,60],"market":[17,51,61,75],"and":[18,31,53,94],"its":[19,65],"structure.":[20],"Japan":[21],"second":[24,38],"largest":[25],"economy":[26],"Western":[29],"world,":[30],"Tokyo":[33],"Stock":[34,44],"Exchange":[35,45],"(TSE)":[36],"is":[37,62],"only":[39],"New":[42],"York":[43],"(NYSE)":[46],"terms":[48],"of":[49,57,72],"aggregate":[50],"values":[52],"sales":[54],"volume.":[55],"Analysis":[56],"useful":[63],"given":[64],"relative":[66],"importance,":[67],"but,":[68],"addition,":[70],"examination":[71],"may":[76],"offer":[77],"insights":[78],"into":[79],"controversies":[80],"surrounding":[81],"U.S.":[82],"markets.":[83],"This":[84],"study":[85],"focuses":[86],"on":[87],"two":[88],"such":[89],"current":[90],"controversies:":[91],"January":[93],"size":[95],"anomalies.":[96]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":5},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":5},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":7},{"year":2018,"cited_by_count":5},{"year":2017,"cited_by_count":7},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":15},{"year":2014,"cited_by_count":7},{"year":2013,"cited_by_count":10},{"year":2012,"cited_by_count":9}],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2016-06-24T00:00:00"}