Add to ORKGStudy of 71 closed-end stock funds that went public over a five year period attributes turn-of-the-year selling to price declines over the preceeding year. Size is shown not to be a primary predictor
This paper investigates the effects of tax loss harvesting on stock trading behavior at year-end. I ...
We show that the level of interest rates determines the magnitude of mispricing at the turn of the t...
Prior research finds that stocks earn significantly higher returns in January compared to other mont...
Study of 71 closed-end stock funds that went public over a five year period attributes turn-of-the-y...
In this paper, we use intra-day data for all stocks listed on the ISSM and provide new and direct ev...
This paper provides direct evidence supporting the tax-loss selling hypothesis as an explanation of ...
This paper provides direct evidence supporting the tax-loss selling hypothesis as an explanation of ...
This study reexamines the findings ofSias and Starks (1997). They evaluate the tax-loss selling hypo...
This dissertation uses U.S. and Canadian trade-to-trade data to test the validity of the tax loss se...
Focusing on changes in the capital gains tax rate in Japan, this paper examines whether tax-loss sel...
Focusing on changes in the capital gains tax rate in Japan, this paper examines whether tax-loss sel...
The predictive power of past returns for January reversal is compared with that of the nearness of c...
A ‘tax-loss selling’ hypothesis has frequently been advanced to explain the ‘January effect’ reporte...
Changes in the capital gains tax rules facing individual investors do not affect the incentives for ...
This paper investigates the effects of tax loss harvesting on stock trading behavior at year-end. I ...
This paper investigates the effects of tax loss harvesting on stock trading behavior at year-end. I ...
We show that the level of interest rates determines the magnitude of mispricing at the turn of the t...
Prior research finds that stocks earn significantly higher returns in January compared to other mont...
Study of 71 closed-end stock funds that went public over a five year period attributes turn-of-the-y...
In this paper, we use intra-day data for all stocks listed on the ISSM and provide new and direct ev...
This paper provides direct evidence supporting the tax-loss selling hypothesis as an explanation of ...
This paper provides direct evidence supporting the tax-loss selling hypothesis as an explanation of ...
This study reexamines the findings ofSias and Starks (1997). They evaluate the tax-loss selling hypo...
This dissertation uses U.S. and Canadian trade-to-trade data to test the validity of the tax loss se...
Focusing on changes in the capital gains tax rate in Japan, this paper examines whether tax-loss sel...
Focusing on changes in the capital gains tax rate in Japan, this paper examines whether tax-loss sel...
The predictive power of past returns for January reversal is compared with that of the nearness of c...
A ‘tax-loss selling’ hypothesis has frequently been advanced to explain the ‘January effect’ reporte...
Changes in the capital gains tax rules facing individual investors do not affect the incentives for ...
This paper investigates the effects of tax loss harvesting on stock trading behavior at year-end. I ...
This paper investigates the effects of tax loss harvesting on stock trading behavior at year-end. I ...
We show that the level of interest rates determines the magnitude of mispricing at the turn of the t...
Prior research finds that stocks earn significantly higher returns in January compared to other mont...