Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies
if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the
same subfield and year (this is the minimum needed to enter the top 1%, not the average
within it), or reaches the top citation threshold in at least one of its specific research
topics.
Capital market seasonality: The case of stock returns
1976831 citationsMichael S. Rozeff, William R. Kinneyprofile →
Citations per year, relative to Michael S. Rozeff Michael S. Rozeff (= 1×)
peers
Andrew Christie
Countries citing papers authored by Michael S. Rozeff
Since
Specialization
Citations
This map shows the geographic impact of Michael S. Rozeff's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Michael S. Rozeff with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Michael S. Rozeff more than expected).
Fields of papers citing papers by Michael S. Rozeff
This network shows the impact of papers produced by Michael S. Rozeff. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Michael S. Rozeff. The network helps show where Michael S. Rozeff may publish in the future.
Co-authorship network of co-authors of Michael S. Rozeff
This figure shows the co-authorship network connecting the top 25 collaborators of Michael S. Rozeff.
A scholar is included among the top collaborators of Michael S. Rozeff based on the total number of
citations received by their joint publications. Widths of edges
represent the number of papers authors have co-authored together.
Node borders
signify the number of papers an author published with Michael S. Rozeff. Michael S. Rozeff is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
All Works
20 of 20 papers shown
1.
Rozeff, Michael S., et al.. (2006). The Crash of 1987: An Empirical Examination of Liquidity, Volatility, and Volume Across International Stock Markets. SSRN Electronic Journal.1 indexed citations
2.
Rozeff, Michael S.. (2006). How Corporations Set Their Dividend Payout Ratios. SSRN Electronic Journal.2 indexed citations
3.
Rozeff, Michael S.. (2006). Closed-End Fund Discounts and Premiums. SSRN Electronic Journal.
4.
Dempsey, Stephen J., et al.. (2006). Dividend Policies in Practice: Is There an Industry Effect?. SSRN Electronic Journal.13 indexed citations
5.
Brown, Lawrence D. & Michael S. Rozeff. (2006). The Predictive Value of Interim Reports for Improving Forecasts of Future Quarterly Earnings. SSRN Electronic Journal.20 indexed citations
6.
Rozeff, Michael S.. (2006). Stock Splits: Evidence from Mutual Funds. SSRN Electronic Journal.1 indexed citations
7.
Rozeff, Michael S.. (2006). Reflections on Insider Trading. SSRN Electronic Journal.
8.
Linn, Scott C. & Michael S. Rozeff. (2006). The Corporate Sell-Off.12 indexed citations
9.
Rozeff, Michael S.. (2005). The Money Supply And The Stock Market. SSRN Electronic Journal.1 indexed citations
10.
Rozeff, Michael S. & William R. Kinney. (2005). Capital Market Seasonality: The Case of Stock Returns. SSRN Electronic Journal.37 indexed citations
11.
Rozeff, Michael S., et al.. (2003). Long-run Performance after Stock Splits: 1927 to 1996. SSRN Electronic Journal.13 indexed citations
12.
Rozeff, Michael S. & Nandkumar Nayar. (2001). Record Date, When-Issued and Ex-Date Effects in Stock Splits. SSRN Electronic Journal.8 indexed citations
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive
bibliographic database. While OpenAlex provides broad and valuable coverage of the global
research landscape, it—like all bibliographic datasets—has inherent limitations. These include
incomplete records, variations in author disambiguation, differences in journal indexing, and
delays in data updates. As a result, some metrics and network relationships displayed in
Rankless may not fully capture the entirety of a scholar's output or impact.